https://cognaptus.com/tags/portfolio-optimisation/ Recent content in Portfolio Optimisation on Cognaptus Hugo -- 0.145.0 en-us Sun, 27 Jul 2025 00:00:00 +0000 https://cognaptus.com/blog/2025-07-27-speed-bumps-and-swells-rethinking-optimal-trading-with-stochastic-volatility/ Sun, 27 Jul 2025 00:00:00 +0000 https://cognaptus.com/blog/2025-07-27-speed-bumps-and-swells-rethinking-optimal-trading-with-stochastic-volatility/ A mechanism-first reading of how multiscale stochastic volatility changes optimal trading speed, target inventory, and the practical value of tractable execution rules.