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What I Missed When Reading Quantitative Portfolio Management The First Time (Taylor's Version)

For trend followers/long short fellas who wanna use portfolio optimisers (probably)

Variance Penalty In Portfolio Optimisation

Volatility is naughty

Infinity or -4: Gambling With Ridge Regression

bet MORE.

On Talking About Your Alpha Research Project In HF Quant Interviews

sorry sir big dawg your Random Forest doesn't have a Sharpe of 18

Paradox of Alpha Uncertainty

Why are you as an adult male, still say alpha errors matter more than covariance errors?

It’s confirmed and *guaranteed*: Ridge Regression >> Tree Model

Source? It was revealed to me in a dream

Special Article: Why does regularisation mostly make your parameters smaller not bigger?

For the real Gs

PCA Truncation On Covariance Matrix - Everyone Talks About It, But What Does It Actually Do?

I bombed 2 quant interviews because I failed PCA questions. Inshallah won't happen again

When A Ridge Regression Maxi Meets Random Forest

Chief Ridge Officer strikes back

Intuitive Portfolio Shrinkage That Even Your Mum Can Understand

For all of you who are degenerates at constructing portfolios