From Michael Stokes, developer of the MarketSci trading strategies and co-developer of the YK absolute return strategies. This blog is a repository for his research on wrangling these unruly markets.
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It may come as a surprise coming from someone who does what I do, but I am (intellectually) in love with John Bogle.
Unfamiliar with Bogle? Bogle is the founder of the Vanguard Group and the...
You’ve heard me talk a lot on this blog about building adaptive trading strategies that are capable of “learning†from the markets. Our recently launched YK Strategy takes this approach and so far has done an excellent job adjusting...