Papers

Working papers from the allocation project — the theory behind the two novel methods. Drafts, revised as the work matures.

Thurstone Portfolio Polishing: Tail-Sensitive Black–Litterman and Beyond · Peter Cotton

Long-only allocation as the winning probabilities of a correlated race.

Abilities calibrate the race to a benchmark; the tilt re-runs it under the estimated dependence, so the portfolio is a controlled perturbation of the benchmark. It is free of the duplication paradox, tail-consistent when the race is driven by a downside-dependent simulation, and solves an implied convex-regularizer objective with a smoothness (low-turnover) bound. Built on the thurstone package.

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Winning Probabilities as Credit: Fast, Redundancy-Aware Attribution · Peter Cotton

Splitting credit among correlated contributors without double counting.

The probability that a competitor wins a noisy race is a rule for attributing credit. It is a probability share, symmetric, differentiable in the abilities, and redundancy-aware: contributors that move together split a single share instead of each taking a full one. It updates online and costs O(Mn) in one Monte-Carlo pass, with no coalition enumeration. It is not a Shapley value; Shapley measures coalitional cooperation, this measures selection relevance.

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When Does Portfolio Construction Work? A Map across the Number of Assets and the Cost of Trading · Peter Cotton

Which portfolio rules survive out of sample, after costs.

Eleven online constructions backtested over thousands of random subsets of U.S. stocks, mapped against two axes: the number of names and the cost of trading. Three regions. Few names and cheap trading, classic minimum-variance wins. Many names and cheap trading, factor-model minimum-variance wins, by a margin that grows with the number of names. Above about five to ten basis points of trading cost, inverse-variance weighting wins everywhere, because turnover rather than estimation error is what hurts.

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Schur-Complementary Allocation · Peter Cotton

Robust, inversion-light allocation along a smooth Fiedler seriation.

A one-parameter (gamma) bridge between hierarchical risk parity and minimum variance, ordered by Fiedler seriation rather than a dendrogram, so the hierarchy and the weights are a smooth function of the covariance. The idea first appeared as a blog post; the theory and experiments are in the paper, with background, bibliography, and a literature map at schur.microprediction.org.

Paper (arXiv 2411.05807) →  ·  Original blog  ·  Background & map