CointegrationQuant tradingTrading strategiesZorro
Pairs Trading in Zorro
In our previous post, we looked into implementing a Kalman filter in R for calculating the hedge ratio in a
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BacktestingCointegrationQuant tradingRTime series modellingTrading strategies
Kalman Filter Example:
Pairs Trading in RThis Kalman Filter Example post is the first in a series where we deploy the Kalman Filter in pairs trading.
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BacktestingQuant tradingTrading strategiesZorro
Pattern Recognition with the Frechet Distance
Chart patterns have long been a favourite of the technical analysis community. Triangles, flags, pennants, cups, heads and shoulders…. Name
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BacktestingFactorsQuant tradingRZorro
Can you apply factors to
trade performance?When tinkering with trading ideas, have you ever wondered whether a certain variable might be correlated with the success of
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Quant trading
Time is NOT the Enemy:
Grow Your Capital by Showing UpAs traders, we like to get waaaay ahead of ourselves in the race to understand and exploit the financial markets.
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BacktestingQuant tradingThink like a traderZorro
A Quant’s Approach to Drawdown: The Cold Blood Index
In part 1 of this series, we talked about how a market-savvy systematic trader would approach a period of drawdown
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BacktestingQuant tradingThink like a traderTrading as a business
A Quant’s Approach to Drawdown: Part 1
Imagine you’ve tinkered for days or even weeks, perfecting a strategy idea that’s showing a whole lot of promise. You’ve
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Think like a traderTrading as a businessRun Your Trading Like a Business
One of the biggest wins we have at Robot Wealth is in helping aspiring traders see the markets, and profitable
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CointegrationQuant tradingRTime series modellingTools of the tradeTrading strategies
Practical Pairs Trading
Some price series are mean reverting some of the time, but it is also possible to create portfolios which are
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Backtesting
Bond. Treasury Bond
The Federal Reserve publishes the yield-to-maturity of US Treasury bonds. However, the actual returns earned by investors are not publicly
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Quant tradingZorro
Shannon Entropy: A Genius Gambler’s Guide to Market Randomness
Before you commit your precious time to read this post on Shannon Entropy, I need to warn you that this
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PythonQuant tradingRTools of the trade
Super Fast Cross-Platform Data I/O with Feather
I’m a bit late to the party with this one, but I was recently introduced to the feather format for