The Research Handbook
Capital, Portfolios, and Multiple Strategies
Translate household constraints into account, strategy, and per-trade budgets, then check returns and operations. Study optional multi-strategy research after establishing evidence for individual strategies.
From Household Assets to a Portfolio
Strategy Capital and Combined Risk
Position Sizes, Losing Streaks, and Leverage
Stress Tests and Drawdowns
Cash Flows, Performance, and Operations
- Investment Account Cash Flows: Contributions, Withdrawals, and ReinvestmentG81
- Rebalancing a Changing PortfolioG50
- What Did Your Account Earn? Cash Flows, Time-Weighted and Money-Weighted ReturnsG93
- Where Portfolio Returns Come From: Benchmarks, Active Risk, and AttributionG51
- From Paper Research to Ongoing MonitoringG52