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.

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Free stuff to get you started

LATEST BLOG POSTS

The best places to get trading ideas
by James Hodges
December 2, 2023
Steal them from other people If you know other people are making money trading an idea, it is often a good idea to pursue it too. This isn’t school. The market gods give no prizes for originality or showing your work. An edge is an edge however you got to it. But be smart about …
Read more
How I use TradingView (and how to get 70%+ off)
by Kris Longmore
November 24, 2023
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. I’m sure you’ve heard of TradingView. …
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Exponentially weighted covariance in an Equal Risk Contribution portfolio optimisation problem
by Kris Longmore
November 18, 2023
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
by Kris Longmore
November 10, 2023
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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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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