Archive - confirm signal? sir, this is a casino

Reviewing My Own Lack of Skepticism

Good tools don't do much good if you use them wrong

Jul 8, 2024 •

October 2023

Evaluating Home Bias (In Hindsight) for Canadians

Should our wealth grow at home, or abroad?

Oct 2, 2023 •

June 2023

The Wicked Problem of Trading

Or, why I've been gone for a year

Jun 26, 2023 •

July 2022

December 2021

Position Sizing Based on Conviction or Volatility

I’ve developed an approach for position sizing that allows for conviction-adjusted sizing based on a quantitative measure of statistical significance.

Dec 26, 2021

October 2021

Checking for Seasonality in the S&P 500

Is "Sell in May and Go Away" Alpha?

Oct 2, 2021

September 2021

August 2021

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