About
I will discuss systematic investing strategies including Asset Allocation, Black Litterman,Long/Short Optimization, Technical and Fundamental Analysis and Options. I will accompany most of my posts with sample code written in R/Matlab/C++/Python or VBA.
I can be reached at TheSystematicInvestor at gmail
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Systematic Investor 
Just want to say you work is great! WOW, I’m new to R and have learned so much from you site. Thank you for all the great work!
Second that. Great information all round.
As a programmer who is trying to model (and ultimately understand) a number of stocks before investing in them, you’re website is a goldmine. Thanks.
Hi Michael,
I really enjoy your blog, and have started using your library for backtesting. If I may make a request, it would be great to have a function that runs multiple strategies in the same portfolio. For example, say you use bt.run() twice to produce two different backtest objects. It would be great to have a bt.run.multi(bt1, bt2) which would run a backtest of both systems (say equal-weighted) and produce a backtest object itself.
-Alon
Please keep this thing running ! You are doing public education purpose for the society ! we are learning so much from you
I have used your R ocde to build asset only efficient frontier . It works great. I wonder if you have R code for building asset liability frontier for exceess returns, ie, asset return – liability return.
Thanks,
Great work Michael. Thank you for sharing all this with us. Greetings from Germany