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By Rich B

Challenging the Conventional Wisdom of Statistics in Complex Adaptive Systems – Beware of Idealised Models

In the ever-evolving landscape of financial markets, the application of traditional statistical models, such as the Central Limit Theorem (CLT), often proves to be inadequate for capturing the complexities of complex adaptive systems (CAS). These systems, which are a hallmark of financial markets, defy the conventional assumptions of linearity, independence, identical distribution, and stationarity, which […]
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By Rich B

Let’s Consider Skew

As diversified systematic trend followers, we just love the positive skew of our trade results….but to explain why, we need to dig quite deeply into what skewness means exactly. It is defined as a measure of asymmetry of a trade distribution about its mean and is expressed by the following formula. Now it is important […]
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By Rich B

Navigating the Unpredictable Seas of Financial Markets

In the world of financial markets, where unpredictability and volatility are the norms, achieving long-term success is a major challenge. These markets are filled with potential risks and opportunities, making the ability to navigate through uncertainty an essential skill for investors and traders aiming for growth and stability. Diversified systematic trend followers are a group […]
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