New free ebook: Systematic Portfolio Optimization
TrueVerdikt is releasing a new free ebook: "Systematic Portfolio Optimization", an 81-page reference guide on the complete quantitative pipeline institutional desks use to build robust portfolios.
What this guide covers
Ten dense, actionable chapters: spectral denoising via Random Matrix Theory and the Marčenko-Pastur law, robust shrinkage estimators (Ledoit-Wolf, OAS), risk parity (ERC, HRP) without toxic covariance matrix inversion, market regime detection via Mahalanobis distance and Hidden Markov Models, Half-Kelly sizing under CVaR constraints, and an anti-p-hacking statistical audit via the Deflated Sharpe Ratio and purged combinatorial CPCV.
Free, in French and English
This guide is available for immediate free download, in French and English, no sign-up required.
From theory to practice
Validate a strategy before risking capital on it: data-snooping, overfitting, walk-forward analysis, survivorship bias and the Deflated Sharpe Ratio.
Analyse a backtest
