We teach simple quant trading techniques that anyone can apply.

Next Quant Bootcamp launching May 2022

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.

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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. Subscribe to our newsletter for updates on our next Bootcamp and useful trading insights.

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Free stuff to get you started

LATEST BLOG POSTS

How to get serious about making money trading
by Kris Longmore
January 12, 2022
In Australia, if you’re serious about getting the job done effectively and efficiently, you might say: “I’m not here to f*** spiders.” Many traders act like they are, indeed, here to f*** spiders. If you’re making soup, you first need a good stock. Stock isn’t exciting. Everyone has stock. Garnish is exciting, but you can’t …
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Steal ideas, not implementations
by Robot James
September 22, 2021
Imagine you’re a relatively small, independent trader trying to turn trading from a hobby into a serious business. If that’s you, then there are a few concepts that will help you pick the right trades to get after. This is important because picking the right trades is most of the game. First, the Market Gods …
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Optimising the rsims package for fast backtesting in R
by Kris Longmore
August 20, 2021
rsims is a new package for fast, quasi event-driven backtesting in R. You can find the source on GitHub, docs here, and an introductory blog post here. Our use case for rsims was accurate but fast simulation of trading strategies. I’ve had a few questions about how I made the backtester as fast as it …
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Exploring the rsims package for fast backtesting in R
by Kris Longmore
August 13, 2021
rsims is a new package for fast, realistic (quasi event-driven) backtesting of trading strategies in R. Really?? Does the world really need another backtesting platform…?? It’s hard to argue with that sentiment. Zipline, QuantConnect, Quantstrat, Backtrader, Zorro… there are certainly plenty of good options out there. But allow me to offer a justification for why …
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SOME TWITTER THREAD GOLD

You see a lot of trade theses that look like sell-side research.

"We think this will happen, which will cause this to happen, which will cause this…"

"This company/project is better than this one, so I think it will outperform.."

You don't need to play such unreliable games.
— Robot James 🤖🏖 (@therobotjames) November 26, 2021

Execution performance stuff.

You want to get into $100k of SHIT-PERP within the next 5 minutes.

How do you know if you did a good job?

Here is one way of thinking about it… 👇👇👇
— Robot James 🤖🏖 (@therobotjames) December 3, 2021

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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).

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