The Markowitz Bullet – A Guided Tour
The Markowitz Bullet underlies the best-known and most widely-used portfolio optimization approach. We provide a guided tour using a 3-asset portfolio.
New Commodity Pools April 2018: Crypto Pools
This is the April 2018 edition of my series of posts on new commodity pools registered with the NFA. To keep things interesting I include a list of all the crypto-currency related pools (crypto pools) in the NFA’s commodity pool database, and an analysis of the rate bitcoin pools are being formed.
Ian Rayner
Hedge fund advisor: Make smarter allocations. Build better portfolios.