Portfolio construction through handcrafting: motivating

I've talked around a type of portfolio construction called "Handcrafting" for some time now, in both of my first tw…

Some reflections on QuantCon 2017

As you'll know if you've been following any of my numerous social media accounts I spent the weekend in New York at Quant…

Using random data

As you might expect I spend quite a lot of my time using real financial data - asset prices and returns; and returns from live an…