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
Blog
-
-
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
-
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
-
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
-
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
-
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
-
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
-
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
-
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
-
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
-
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
-
CointegrationFXQuant tradingRTrading booksZorro
Exploring mean reversion and cointegration with Zorro and R: part 1
This series of posts is inspired by several chapters from Ernie Chan’s highly recommended book Algorithmic Trading. The book follows Ernie’s