Research
Research & Insights
Articles, notes, and educational content on systematic trading and risk.
article Feb 15, 2024 · 8 min
The Volatility Tax: Why Compounding Requires Asymmetry
Exploring how volatility drag erodes returns, and why systematic strategies must target positive skew to achieve long-term compounding.
VolatilityCompoundingRisk ManagementMath
note Jan 20, 2024 · 2 min
Quick Note: Position Sizing Heuristic
A simple rule-of-thumb for initial position sizing in systematic strategies.
Position SizingRisk ManagementHeuristics