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one of my main gaps in knowledge is portfolio construction when we have a bunch of uncorrelated signals to put together.
whenever someone asks me about it, it's what I feel the most uncomfortable answering.
what I do is just separate them into different portfolios and allocate a similar amount of cash equally as a separate "strategy".
but I know that ain't the most optimal especially when it comes to cost efficiency.
something I am fixing in 2026.