This is a summary of links featured on Quantocracy on Tuesday, 10/06/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Should I run my trading system at a fixed expected volatility target? [Investment Idiocy]This is a blog post which has been coming for a while. It relates to a lot of themes I've discussed before, and a recurring conversation I've had with a few people. As most regular readers will know, I run my trading strategy to hit a particular risk target. That risk target is expressed as an annual standard deviation of percentage returns, and happens to be 25%. But those details