Quant tradingThink like a trader
Intro to Algorithmic Trading – An Algorithmic Trading System
This is the first post in our 3-part Back to Basics series which serve as an introduction to algorithmic trading.
Blog
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Quant trading
Demystifying the Hurst Exponent – Part 2
What if you had a tool that could help you decide when to apply mean reversion strategies and when to
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Quant trading
Hurst Exponent for Algorithmic Trading
This is the first post in a two-part series about the Hurst Exponent. Tom and I worked on this series
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BacktestingQuant trading
How to Create a Trading Algorithm: So You Want to Build Your Own Algo Trading System?
This post comes to you from Dr Tom Starke, a good friend of Robot Wealth. Tom is a physicist, quant
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FXMachine learningQuant tradingR
Optimal Data Windows for Training a Machine Learning Model for Financial Prediction
It would be great if machine learning were as simple as just feeding data to an out-of-the box implementation of
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Machine learningQuant trading
Machine Learning in Algorithmic Trading Systems: Opportunities and Pitfalls
Last night it was my pleasure to present at the Tyro Fintech Hub in Sydney on the topic of using
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Machine learningQuant tradingTrading books
Recommended Reading
If there’s one thing I’ve done a lot of over the last few years, reading would be it. I’ve devoted
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FXMachine learningQuant tradingRZorro
Machine learning for Trading: Part 2
Introduction My first post on using machine learning for financial prediction took an in-depth look at various feature selection methods
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Zorro
My experience dealing with Zorro’s support team
Disclaimer: I am not posting this at the behest of the developers of Zorro, nor do I receive any form
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Machine learningR
Machine learning for Trading:
Adventures in Feature SelectionUpdates: 2019: In this first Machine Learning for Trading post, we’ve added a section on feature selection using the Boruta
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BacktestingFXRTime series modellingTrading strategies
Time Series Analysis: Fitting ARIMA/GARCH predictions profitable for FX?
Recently, I wrote about using mean-reversion time series models to analyze financial data and build trading strategies based on their
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BacktestingCointegrationFXQuant tradingRTrading booksTrading strategiesZorro
Exploring Mean Reversion and Cointegration: Part 2
In the first Mean Reversion and Cointegration post, I explored mean reversion of individual financial time series using techniques such