We like to keep ourselves organised and think this may help you to navigate around this site filled with content. Just use the sort and search fields to check out what is available and then click on the link to access the content.

Matching Your Mental Models with the RealityResource LibraryArticleProbabilistic Thinking, Mental Models, Thomas Bayes and Bayesian thinking, Fat-tailed curves, Asymmetries, Farnam StreetSep 11, 2019Knowledge
Building Better Models – Framing The HypothesisSystem DevelopmentOpinionPrice Following, Hypothesis Building, Scientific MethodSep 6, 2019Blog
To Aggressively Compound or to not Aggressively Compound....That is the Question...Leverage and position sizingOpinionPortfolio Management, Compounding FrequencySep 3, 2019Blog
Backtesting and Diversification - The Essentials for Price FollowingBacktestingOpinionPrice Following, Prediction, Portfolio CompilerAug 31, 2019Blog
Finding the Signals in the Noise – Application of the Scientific MethodBacktestingOpinionPrice Following, Winton Capital, David Harding, Two Centuries of Momentum, Corey Hoffstein, Trend Following with Managed Futures, Kaminski, Ed ThorpeAug 29, 2019Blog
Do Certain Instruments Trend Better than Others? The Case for the OutlierMarket BehaviourOpinionPrice Following, Outlier, Market Equilibrium, Market TransitionAug 26, 2019Blog
The Yin Yang of Trend Following – Flipping Statistics on their Head in the Garden of Good and EvilTrading PhilosophyOpinionPrice FollowingAug 10, 2019Blog
Why Backtesting is Important for Price FollowersBacktestingOpinionPrice FollowingJul 17, 2019Blog
How Do I Assess whether my Strategies are Curve Fit or Not?System DevelopmentOpinionCurve Fitting, Mapping Equity CurvesJul 15, 2019Blog
Listen Up Trend Followers – It’s All in the SkewSystem DevelopmentOpinionPositive Skew, OutliersJul 12, 2019Blog
How Do I know if I have a Strategy with Positive Skew?System DevelopmentOpinionPositive Skew, Risk warehousing, unrealised equity curveJul 14, 2019Blog
The Difference Between Price Following and PredictionTrading PhilosophyOpinionPrice Following/ PredictionJun 27, 2019Blog
Trend Following Executive Toys to keep your Mind SharpTrading PhilosophyOpinionComplex Systems, Metronomes, Laminar Flow, PendulumsJun 17, 2019Blog
Fossicking for Divergent Strategies using EA StudioData MiningMethodologyPrice Following, Divergence, EA Studio, Workflow, DiversificationMay 5, 2019Blog
Mixing in ‘da Lab’ – Dialling Up or Down Portfolio VolatilityVolatility AdjustingMethodologyPortfolio Management, Portfolio Construction, Risk Weighting, Risk Adjusting, DiversificationApr 12, 2019Blog
The Quick and The DeadTrading PhilosophyOpinionNassim Taleb, Price following, PredictionApr 10, 2019Blog
Talking Semantics – It’s all Price FollowingTrading PhilosophyOpinionS&P500 Index, Trend Following Systems,Trend Following Definitions, Rotational SystemsApr 8, 2019Blog
The Windmills of your Mind and Why the Circles are ImportantTrading PhilosophyOpinionCharles Chu, Predicting Human Behaviour, Windmills of Your Mind, Sting, Charlie Munger, Warren Buffett, Scott AdamsApr 7, 2019Blog
The Empiricists BranchTrading PhilosophyOpinionEmpirisicm, Knowledge, William James, Complex SystemsApr 7, 2019Blog
It’s all just Divergence – In various shapes and forms – Divergent Traders UniteTrading PhilosophyOpinionTrend Definition, Momentum, PerspectiveApr 5, 2019Blog
Fields Arranged by Purity – Standing on Shaky GroundPhilosophy of ScienceOpinionDavid Bohm, Physicists, Coherence, Big bang, Assumptions, Empirisicm, Hubris, Shaky Ground, Barry LeefApr 4, 2019Blog
It’s those little things you might miss that can make it really really bigTrading PhilosophyOpinionMichael Covel, Marty Bergin, Trend Following, Bill Dreiss, Risk Warehousing, Ponzi Schemes, Volatility, Portfolio ManagementApr 2, 2019Blog
The World of the Polymath is NighDecision MakingOpinionThinking, Polymath, Scott Page, The Knowledge Project, Model thinker, Ray Dalio, Complex SystemsApr 3, 2019Blog
A Tale to Remember – Tails you WinArticleOpinionMorgan Housel, Long Tails, Fat Tails, Venture Capital, Buffett, Graham, Mar 31, 2019Blog
Wake Up Mum and Dad. I have a question. What shape is the market?Trading PhilosophyOpinionJohn Wheeler, Boundary of a Boundary is zero, symmetry, Einsetin, Noether, Feynmann, Watts, Conservation Laws, Symmetry Breaking, Complex Systems, Phase changes, Gefter, Trespassing on Einsteins Lawn Mar 31, 2019Blog
Going with the Flow – A Practical Example to Diversified Systematic Trend FollowingPortfolio ConstructionMethodologySystem selection, Risk adjusting, Portfolio CompilationMar 30, 2019Blog
We are all stupid in various ways – The real crime in this world is choosing to remain stupid.Cognitive ScienceOpinionFarnam Street, Adam Robinson, Shane Parrish, The Knowledge ProjectMar 29, 2019Blog
A Divergent Traders Perspective on RiskTrading PhilosophyOpinionDivergence, Risk Management, Speculation, Mar 26, 2019Blog
You have to Remove the “I” from it all to Understand any Complex SystemComplex SystemsOpinionComplex Systems, Processes, Perspective, Sepp Holzer, Permaculture, Mar 28, 2019Blog
Forcing Co-integration into your Portfolio through System DesignSystem DesignOpinionSystem Design, System Diversification, Correlation vs Cointegration, statistical arbitrage, Gekko Quant, Quantitative Trading, Nassim TalebMar 25, 2019Blog
The Power of “The Edge”Trading PhilosophyOpinionEdge, Decision Making, Finite system, Pareto Principle, James Clear, Accumulative Advantage, Stephen Duneier, Goal Setting, Decision makingMar 25, 2019Blog
How to Visually Identify a Disaster Waiting to Happen!! – Throw away those complex statistical tools and use your brain in conjunction with Design logicSystem DesignOpinionDivergent Strategies, Convergent Strategies, Prediction, Price FollowingMar 24, 2019Blog
“Forensics of the Equity Curve Dr Watson, not Statistics….It may not be what it appears!”System DesignOpinionEquity Curve, Risk warehousing, Risk release, Curve fit, Positive skewMar 23, 2019Blog
Assumptions – Where to look to find the weak spots in theorySystem ModellingOpinionAssumptions, Theory, Models, Scientific Method, Annie Duke, Decision MakingMar 12, 2019Blog
Trend Following and Crisis AlphaTrend FollowingOpinionCrisis Alpha, Trend Following, Correlation, Buy and Hold, Katy Kaminski, Trend Following with Managed Futures, Alex GreysermanMar 13, 2019Blog
To Infinity and Beyond – Making the Most of your Finite CapitalPortfolio ConstructionMethodologyReturn Streams, Portfolio Construction, Diversification, MAR ratio, CAGR, Risk adjusting, Risk weightedFeb 21, 2019Blog
The Engineer or the Chef?Trading PhilosophyOpinionThe Engineers, The Chefs, Prediction, Price Following, Convergence, Divergence, Cause and effect, complex systemsMar 10, 2019Blog
Workflow Tips When Using Data Mining SoftwareData MiningMethodologyStrategyQuant, EA Studio, Adaptrade, Convergence, Divergence, Workflow, Feb 13, 2019Blog
The Fine Line between Drawdowns and Risk of RuinSystem DesignOpinionRisk of Ruin Simulator, Drawdown, Expectancy, Van Tharp, Kevin Davey, Feb 3, 2019Blog
The Many Different Flavors of Trend Definition – Who is Right and What Really Matters?Trading PhilosophyOpinionTrend Following Definition, Bias, Drift, Levy Drift, Randomness, Normal Distribution, Fat Tailed Distribution, Auto-correlation, Ed Seykota, Whipsaw SongJan 31, 2019Blog
Wise Words from Ralph Vince – Expand your degrees of FreedomTrading PhilosophyOpinionRalph Vince, Degrees of Freedom, System Design, Systematic Trading, Better Systems Trader, Position Sizing, Kelly Criterion, Larry Williams, ParametersFeb 2, 2019Blog
The Reasons why you need to think Long Term in Trading – It’s all in the SkewTrading PhilosophyOpinionPositive Skew, Divergence, Convergence, Normal Distribution, Non Gaussian DistributionDec 16, 2018Blog
Diversify or Die – The Benefits of System DiversificationPortfolio ConstructionMethodologyDiversification, Correlation, Divergence, Convergence, Expectancy, Trend Following, Mean ReversionDec 28, 2018Blog
Why it helps to think in terms of Market EfficiencyTrading PhilosophyOpinionEfficient Markets, EMH, Market Behaviour, Dec 5, 2018Blog
Order in the ChaosComplex SystemsOpinionFractals, Golden Ratio, Quasicrystals, River meander, symmetry, hyper-cubes, multi-dimensions, universal laws, geometryDec 4, 2018Blog
Creating a Powerful Portfolio Blend from Scratch – Part 2Portfolio ConstructionMethodologyReturn Streams, Portfolio Construction, Diversification, MAR ratio, CAGR, Risk adjusting, Risk weightedNov 25, 2018Blog
Creating a Powerful Portfolio Blend from Scratch – Part 3Portfolio ConstructionMethodologyReturn Streams, Portfolio Construction, Diversification, MAR ratio, CAGR, Risk adjusting, Risk weightedNov 25, 2018Blog
Creating a Powerful Portfolio Blend from Scratch – Part 1Portfolio ConstructionMethodologyReturn Streams, Portfolio Construction, Diversification, MAR ratio, CAGR, Risk adjusting, Risk weightedNov 24, 2018Blog
Smoother than the Sum of its Parts – An Approach to Portfolio OptimizationPortfolio ConstructionMethodologyReturn Streams, Portfolio Construction, Diversification, MAR ratio, CAGR, Risk adjusting, Risk weighted, Troxler Fading,Nov 13, 2018Blog
Don’t be Fooled by Market RandomnessMarket BehaviourOpinionRandomness, Brownian motion, Gaussian, Non-Gaussian, Non-random, Levy Flight, Complex Systems, Nested systems, Drift, Bias, Power Law, Non Linear, Nov 6, 2018Blog
Trading the Storms of the WorldTrading PhilosophyOpinionMarket behaviour, Thermodynamics, Statistics, Emergent feature, Law of Large Numbers, Coordinated behaviourNov 6, 2018Blog
Surfing with the Fund ManagersCTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed FuturesAug 27, 2019CTAs
CTA Fund Performance Report – 30 June 2019 – Climbing out of DrawdownsCTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed FuturesJul 29, 2019CTAs
CTA Fund Performance Report – 31 July 2019 – A Few more Steps to the SummitCTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed FuturesAug 26, 2019CTAs
CTA Fund Performance Report – 31 May 2019 – A Month of ReversalsCTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed FuturesJun 16, 2019CTAs
CTA Fund Performance Report – 30 April 2019 – We’re not dead… just resting!CTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed FuturesMay 25, 2019CTAs
Fund Performance Report – 31 March 2019 – “All I did was shoot an albatross!!!”CTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed FuturesApr 27, 2019CTAs
Very Certain about Uncertainty – Silence you Rusting Ninny!!!CTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed Futures, Performance Fees, Allocations, Trend FollowingMar 27, 2019CTAs
Fund Performance Report – 28 February 2019 – “I say chaps…is that an albatross”?CTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed FuturesMar 19, 2019CTAs
Fund Performance Report – 31 December 2018 – “Oh well….that was exhausting – What will I tell the wife? “CTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed FuturesJan 30, 2019CTAs
Fund Performance Report – 31 January 2019 – Does it Hurt Yet?CTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed FuturesFeb 24, 2019CTAs
Fund Performance Report – 31 October 2018 – “Yowzer…….we just got dumped”CTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed FuturesNov 23, 2018CTAs
Fund Performance Report – 30 November 2018 – “It’s all Relative………My Dear Watson!!!CTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed FuturesJan 6, 2019CTAs
Fund Performance Report – 30 September 2018 – “The Swells are Building”CTA PerformancePerformance MonitoringNilsson Hedge, CTA Database, Commodity Trading Advisors, Managed FuturesNov 8, 2018CTAs
Welcome to the Knowledge BankResource LibraryOverviewKnowledge BankJul 22, 2019Knowledge
The Case for Systematic over Discretionary Trading StylesResource LibraryArticleBrenda Jubin, Reading the Markets, Trading and the Problem of Random Reinforcement, Human BIasJul 18, 2019Knowledge
All you need is a Small Edge – But Lots of themResource LibraryArticleThe power of the small edge, speculation, casinos, when blackjack meets investing, Richmond Quantitative AdvisorsJul 16, 2019Knowledge
The Influence of Time with Random SeriesResource LibraryYouTubeime for a Change: Introducing irreversible time in economics, Dr Ole Peters, Boltzmann, Position Sizing, Leverage, Kelly Criterion, Ed Thorpe, Ensemble averaging, time averaging, ergodicityJul 5, 2019Knowledge
A Marvelous Overview of Systems Trading from Nick RadgeResource LibraryYouTubeSystems Trading, Nick Radge, Trend Following, Rotational StrategyJun 25, 2019Knowledge
Modelling Complex Systems – Tracy-Widom DistributionsResource LibraryArticleNatalie Wolchover, Peter Urbani, Robert May, Craig Tracy, Harold Widom, Statistical Distribution, Complex SystemsJun 17, 2019Knowledge
you say tomato i say tomatoResource LibraryPodcastDiversified Systematic Trend following, The Systematic Investor Series – April 7th, 2019, Top Traders UnpluggedApril 26, 2019Knowledge
Dotting the i’s and crossing the t’s on Crisis Alpha – What Katy *Did*….ooops *Said*Resource LibraryPodcastKathryn Kaminski, Best of TTU – Crisis Alpha Explained, Top Traders UnpluggedApril 12, 2019Knowledge
A Brief History of the Economic MachineResource LibraryYouTubeHow the economic machine works, Ray DalioApril 6, 2019Knowledge
There are the early birds (the clever Investment Manager)…..and then there are the wise owls (the Portfolio Manager)Resource LibraryYouTubeInvestment Management Today, Jake Barton, Trent Webster, and Steven Wilson, Top Traders UnpluggedApril 6, 2019Knowledge
Watch and Wait for the Carnage – Said the Spider to the FlyResource LibraryVideoJacob Stegenga on Medical Nihilism, Complex systems,, Disease Treatment April 3, 2019Knowledge
Anaximander’s Legacy – Uncertain about CertaintyResource LibraryBooks and YoutubeCarlo Rovelli, Loop Quantum Gravity, Philosophy, Order of Time, physical systems, scientific methodApril 2, 2019Knowledge
An Absolute Cracker from Farnam StreetResource LibraryArticleCharlie Munger, Wisdom, Learning, Life, Thought, Farnam StreetMar 28, 2019Knowledge
Entropy – The Driving Force of ComplexityResource LibraryBooks, Articles and VideoPeter Atkins, Sean Carroll, Time, Thermodynamics, Dissipative Structures, Complex SystemsMar 27, 2019Knowledge
A Participatory Universe – On Sensing, Consciousness and ImaginationResource LibraryPodcastMalcolm MacIver on Sensing, Consciousness, and Imagination, Sean Carroll, MindscapeMar 26, 2019Knowledge
Steps you can take to control how you thinkResource LibraryBook, YouTubeThought as a System, David Bohm, Alan Watkins – “Being Brilliant Every Single Day”, physiology, emotions and feelings Mar 22, 2019Knowledge
The Hedgehog versus the FoxResource LibraryYouTubeIsaiah Berlin, Philosophy, Thinking styles, Probabilities and Predictions, Thomas Gilovich, Michael Covel, Human Behaviour Mar 20, 2019Knowledge
Taking a Surfing Lesson with Bill DreissResource LibraryPodcasts, ArticlesLocation Independence with Systems Trading with Bill Dreiss of Dreiss Research Corporation, Acknowledging Risk on a Daily Basis with Bill Dreiss of Dreiss Research Corporation, Dow Theory, Market ChoppinessMar 18, 2019Knowledge
What is a Complex System?Resource LibraryYouTubeComplex Systems, Financial Markets, Karoline Wiesner & James LadymanMar 16, 2019Knowledge
Beware the Non-Normal World of a Complex SystemResource LibraryArticleNon-normal distributions, tail risks, Kurtosis, Skew, Market risk, Mark Rzepcznski, IASGMar 15, 2019Knowledge
Welcome to a Critical Thinker with Clarity of MindResource LibraryPodcast, BooksHoward Marks, Market cycles, Risk assessment, luck, the Knowledge Project, Oaktree Capital, Farnam Street, Shane Parish Mar 11, 2019Knowledge
Ed Thorp – A mathematician and physicist who dared to challenge dogmaResource LibraryPodcasts, BooksRoullete, Casinos, Blackjack, Beat the Dealer, Ed Thorp, Probability theory, Deterministic systems, A Man for all MarketsMar 11, 2019Knowledge
How our Eyes can Deceive UsResource LibraryYouTube, BooksRandomness, Richard Rossouw, Mar 8, 2019Knowledge
Perry Kaufman – “Just another Rocket Scientist who has forged a lasting Legacy in Systematic Trading”Resource LibraryPodcasts, Books, WebsiteKaufman Signals, Trading Systems and Methods, Systematic trading, Systems DevelopmentMar 6, 2019Knowledge
An Introduction to Kevin Davey – “Welcome to the Strategy Factory Process”Resource LibraryPodcasts, Website, BooksBacktesting, systems development, Algorithmic trading, systematic trading , strategy factory, Mar 5, 2019Knowledge
The Big Picture – A Participatory UniverseResource LibraryArticle, YouTube, Richard Feynman, Physics, Processes not things, The scientific method, Double Slit Experiment, Quantum Mechanics, Relativity, Observer dependenceMar 1, 2019Knowledge
A System Viewpoint – An unwinding clockwork of processes…….Not Things!Resource LibraryArticle, YouTubeScience, Physics, Complex Systems, Processes not things, Molecular Machinery of LifeMar 1, 2019Knowledge
A Lesson in Survivorship Bias – Sometimes it pays to think holisticallyResource LibraryArticleHolistic thinking, Abraham Wald, World War 11, Bomber damage Mar 1, 2019Knowledge
Applying the Scientific Method to the Financial MarketsResource LibraryYouTubeWinton Capital, David Harding, Scientific Method, Financial MarketsMar 1, 2019Knowledge
Long Tailed DistributionsResource LibraryYouTubeNon linear systems, Long Tail DistributionsMar 1, 2019Knowledge
Nonlinear System DynamicsResource LibraryYouTubeNon linear systems, Long Tail Distributions, System Dynamics, Chaos, Complex SystemsMar 1, 2019Knowledge
FractalsResource LibraryYouTubeFractals, Non linear systems, orderly side of chaos, complex systemsMar 1, 2019Knowledge
The Controlled Hallucinations that we call RealityResource LibraryYouTubeNeuroscience, Anil Seth, Visual Perception, hallucination, realityMar 1, 2019Knowledge
Welcome to the Mind Games of PhenomenologyResource LibraryArticleChris Goad, Phenomenology, Phenomena, Visualisation, Experience, virtual reality, mental architecture, Kant, Mar 1, 2019Knowledge
Adaptive Markets – Andrew W. LoResource LibraryBookAdaptive Markets Hypothesis, Efficient Markets HypothesisFeb 27, 2019Knowledge
Being a little bit pregnant with both Equities and Trend FollowingResource LibraryArticleTrend Equity Primer, Cory Hoffstein, Newfound Research, long-term risk premiaFeb 26, 2019Knowledge
Complexity Bias – Why we prefer Complicated to SimpleResource LibraryArticleComplexity Bias, Human Behaviour, Farnam Street, Complex Systems, Simplicity, Occam's RazorFeb 26, 2019Knowledge
Why having an edge matters in a system of finite resourcesResource LibraryArticlePareto Principle, Edge, The 1 percent rule, James ClearFeb 25, 2019Knowledge
Michael Covel – The Beacon for those that like to “Follow Price”Resource LibraryPodcasts, Website, BooksEd Seykota, Perry Kaufman, Jerry ParkerFeb 25, 2019Knowledge
Two Centuries of MomentumResource LibraryArticleCorey Hoffstein, Flirting with Models, Momentum, Trend Following, Academic studies, Relative Momentum, Cross-sectional momentum, Absolute Momentum, David Ricardo, Charles Dow, Jesse Livermore, Richard Wyckoff, Richard Donchian, Nicholas Darvas, Jack Dreyfus, Technical AnalysisFeb 25, 2019Knowledge
Investors are Rational? Perhaps not. Studies on Normative ConformityResource LibraryYouTubeAsch Conformity Experiments, Bias, Human BehaviourFeb 24, 2019Knowledge
Nick Radge – “It’s not your next trade but the next 1,000 trades that matter”Resource LibraryYouTube, PodcastsMichael Covel, Nick Radge, Trend Following, The Chartist, Better Systems Trader, Chat with TradersFeb 23, 2019Knowledge
The World of Andreas Clenow – “Who cares about a single position, all that matters is your portfolio as a whole”Resource LibraryPodcasts, Videos, Website, BooksAndreas Clenow, Portfolio Construction, Portfolio Management, Top Traderes Unplugged, Trade like a Chimp, Why Most Traders Fail, Acies Asset ManagementFeb 22, 2019Knowledge
How to think about strategies like a quant and diversify like a boss – Derek WongResource LibraryPodcastChat with Traders, Derek Wong, Diversification, Portfolio Construction, System DevelopmentFeb 22, 2019Knowledge
The Frailty of Human Knowledge: How the Mind creates illusions to Bridge the gaps in our understandingResource LibraryBook, ArticleRational investor, Sloman and Fernbach, The Knowledge Illusion, cognitive science, Feb 28, 2019Knowledge
%d bloggers like this: