Topic Title Publication date
Machine Learning Applying Machine Learning to Trading Strategies: Using Logistic Regression to Build Momentum-based Trading Strategies January 2019
Tactical Bond Trading Tactical Trading of Bonds Using Interest Rate Indices September 2015
Smart Beta Beta Investing in Periods of Rising Interest Rates August 2015
Tools for building investment strategies A Modified Moving Average for Financial Trading Algorithms August 2015
Mathematics for financial planners A Cheat Sheet for Financial Planning Computations February 2014
Evaluating investment strategies Telling the Good from the Bad and the Ugly: How to Evaluate Backtested Investment Strategies October 2013
Financial mathematics for algorithmic traders A Cheat Sheet for Algorithmic Trading of Investment Portfolios August 2013
Bond portfolios in rising interest rates A Risk Weighted Approach Designed to Manage Bond Exposures in a Low Interest Rate Environment August 2013
Tools for building investment strategies Family Connections: Tying Up Volatility and Momentum with the Octane Indicator June 2013
Tactical trading for bond portfolios A Tactical Approach to Managing Interest Rate Risk in Investment Portfolios May 2013
Evaluating investment strategies Mind Games March 2011
Evaluating investment strategies Right-Brain Left-Brain Investing December 2010
Evaluating investment strategies Capturing Market Returns: Taking an X-Ray of Your Money Manager November 2010
Understanding volatility Cholesterol and Volatility October 2010
Understanding volatility Developing an Appreciation for Risk September 2010