Thought

technical

In these posts we explore simple and complex issues in mathematics and statistics from the field of systematic asset management and quantitative trading systems.

Many of these posts have been published on LinkedIn – feel free to connect!

Hacking Compound Annual Growth Rate

Applying a linear trend line to the value added monthly index gives a better estimate of returns than compound annual growth rate. It differentiates between different return distributions and is less affected by noise.

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CAGR – Does It Give a Distorted View?

Focusing on CAGR is a mistake unless you are aware of its limitations. We take a closer look at Compound Annual Growth Rate, to see what it leaves out, and how it can be affected by chance.

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RSelenium For Mac: Update

Web-scraping within the R environment on a Mac has changed since I last discussed it. Here’s an update on RSelenium for Mac introducing Docker as a simple way to run Selenium 3 and the necessary Gekko and Chrome drivers.

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Ian Rayner

Systematic Hedge Fund Specialist: All you need to make smart allocations.

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