Trading Without Illusions: The Principal Component Method for Steady Income – Analytics & Forecasts – 15 June 2025
Problem with Modern ApproachesModern methods for trading baskets of assets often rely on simple rules: go long the N best‑performing instruments, short the N worst‑performing ones (or vice versa), or just split capital equally among several currency pairs, stocks, or ETFs. At first glance, this seems to work—you diversify risk and don’t keep all your … Read more
