Monday, 14 August 2017

My new book: Smart Portfolios


"Smart Portfolios" - my second book - is now ready for pre-order.

A blog post talking in more detail about the book is here: https://qoppac.blogspot.co.uk/2017/09/smart-portfolios-post-about-book-nn.html

For more information see the website, here: https://www.systematicmoney.org/smart

To pre-order you can go here: https://www.harriman-house.com/smart-portfolios



7 comments:

  1. Congratulations! Will there be raffle for signed copies?

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  2. Cant wait for the new book! Minor typo in the online description of your book: "Although theoretically sound and thoroughly researched this no academic textbook."

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  3. While reading Systematic Trading, I want to learn how you estimate the correlation between subsystems using back-testing and how to deal with unstable correlation. But I cannot find the details about it other than the handcrafted correlation. Is your new book going to cover it? Thanks.

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    1. No the new book won't cover it. There are plenty of links to how I do this kind of optimisation from here https://qoppac.blogspot.co.uk/p/systematic-trading-start-here.html Finally I deal with unstable correlations by using all my data, and as much as possible.

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    2. Thanks. I will study the links.

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  4. Cheap single country ETFs being introduced here: https://www.libertyshares.com/news-room/franklin-templeton-introduces-first-suite-passive-etfs/

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