We teach simple quant trading techniques that anyone can apply.

Trade Like a Quant Bootcamp is currently closed for enrolment.

Trade Like a Quant Bootcamp will open again for enrolments in April 2024.

Join the waitlist for bootcamp by subscribing to our newsletter.

Hi! We’re James & Kris

We guide the Robot Wealth community with the trading approach that, between us, we’ve used for over 30 years.

We’re here to help you fast-track your systematic trading portfolio and your quant trading skills.

Quant Trading Bootcamps

We run quant trading Bootcamps – open to the public – several times a year.

In Bootcamp, you will learn a simple, high-probability, quantitative approach to trading that can work for you, the non-professional trader. You will focus on simple strategies based on economically-sensible, quantifiable market edges that a part-time trader can manage.

Bootcamp enrollment is currently CLOSED. Join the waiting list for the next edition here.


Free stuff to get you started


  • How I use TradingView (and how to get 70%+ off)
    โ€‹Disclaimer: the links in this post are affiliate links. If you use them to purchase a TradingView subscription, you’ll receive $15 in addition to the massive Black Friday discounts TradingView is currently running. We’ll receive a few dollars, too – so thanks in advance if you purchase using our link. Iโ€™m sure youโ€™ve heard of TradingView. …

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  • Exponentially weighted covariance in an Equal Risk Contribution portfolio optimisation problem
    The Equal Risk Contribution (ERC) portfolio seeks to maximally diversify portfolio risk by equalising the risk contribution of each component. The intuition is as follows: Imagine we have a 3-asset portfolio Assets 1 and 2 are perfectly correlated (correlation of 1.0) Asset 3 is uncorrelated with the other two (correlation of 0.0) Let’s say we …

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  • An Exponentially Weighted Covariance Matrix in R
    Exponential weighting schemes can help navigate the trade-off between responsiveness and stability of the inherently noisy estimates we make from market data. We previously saw examples of calculating the exponentially weighted moving average of a vector, and estimating the correlation between SPY and TLT using an exponential weighting scheme [link]. In this article, we’ll implement …

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  • Using Exponentially Weighted Moving Averages to navigate trade-offs in systematic trading
    Using Exponentially Weighted Moving Averages to navigate trade-offs in systematic trading A big part of the job of the indie trader is data analysis. We’re always looking in the past data to validate (or more often, invalidate) a hypothesis about what might predict future returns. And one could argue that recent data is more useful …

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RW Trading Community

RW Pro is a community of professional and part-time traders with whom we share our trades, research, data, technology, and know-how (as well as a healthy smattering of dad jokes).


Private Slack Workspace

Weekly webinars

Q&A sessions

Research & Collaboration

Collaborative research tools

Curated data sets

Database of market inefficiencies


Watch & participate in our real-time R&D

Access all past & future bootcamps

All training material we’ve ever published


RW Portfolio API

Research & code for RW strategies

Tools for trading the RW Portfolio

What our members have to say about us…