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#Portfolio Construction

2 articles

Life

Building a Trading System From Scratch

Reading Notes · Systematic Trading — Part 3

A walkthrough of Robert Carver's modular framework — from individual forecasts through position sizing to full portfolio construction.
Life

Overfitting Is the Silent Killer of Trading Strategies

Reading Notes · Systematic Trading — Part 2

Lessons from Robert Carver's Systematic Trading, Part Two: why beautiful backtests fail and how handcrafting beats optimization.