Market's Upbeat Mood Persists Despite the Inevitable Bumps
Would you mind discussing how you size the positions between the various algorithms? maybe as part of your next post.
Sharing it is in the plan. Nothing really fancy there, though. I mentioned about it in a previous post https://jaewonjung.substack.com/p/portfolio-update-12152023-bull-in : "It's pretty much inverse volatility weighting, spiced up with a low correlation booster." :)
Would you mind discussing how you size the positions between the various algorithms? maybe as part of your next post.
Sharing it is in the plan. Nothing really fancy there, though. I mentioned about it in a previous post https://jaewonjung.substack.com/p/portfolio-update-12152023-bull-in : "It's pretty much inverse volatility weighting, spiced up with a low correlation booster." :)