Blog

Explore the research behind our trading, plus some just-for-fun stuff....

Posted on May 15, 2019 by Michael M
4 comments.
56 Views

In an ideal trading universe, we’d all have a big golden “causation magnifying glass”. Through the lens of this fictional tool, you’d zoom in and understand the fleeting, enigmatic nature of the financial markets, stripping bare all its causes and effects. Knowing exactly what causes exploitable inefficiencies would make predicting market behaviour and building profitable trading strategies a fairly cushy...

Posted on Apr 29, 2019 by Kris Longmore
2 comments.
230 Views

In our inaugural Algo Bootcamp, we teamed up with our super-active community of traders and developed a long-only, always-in-the-market strategy for harvesting risk premia. It holds a number of different ETFs, varying their relative weighting on a monthly basis. We're happy with it. However, the perennial question remains: can we do better? As you might expect, we found evidence suggesting...

Posted on Jan 15, 2019 by Kris Longmore
2 comments.
193 Views

This article is part of a series derived from our most recent Algo Boot Camp, in which we developed a strategy for harvesting risk premia. We have allocated proprietary capital to the strategy, and many of our members are trading it too. In our Boot Camps we develop trading strategies in collaboration with the Robot Wealth community over an 8...

Posted on Sep 10, 2018 by Kris Longmore
2 comments.
1,300 Views

This is Part 2 in our Practical Statistics for Algo Traders blog series—don't forget to check out Part 1 if you haven't already.   Even if you've never heard of it, the Law of Large Numbers is something that you understand intuitively, and probably employ in one form or another on an almost daily basis. But human nature is such...

Posted on Jul 23, 2018 by Kris Longmore
2 comments.
3,590 Views

How do you feel when you see the word "statistics"?  Maybe you sense that it's something you should be really good at, but aren't.  Maybe the word gives you a sense of dread, since you've started exploring its murky depths, but thrown your hands up in despair and given up - perhaps more than once. If you read lots of...

Posted on Jul 10, 2018 by Kris Longmore
1 Comment.
822 Views

One of the ongoing research projects inside the Robot Wealth community involves an FX strategy with some multi-week hold periods. Such a strategy can be significantly impacted by the swap, or the cost of financing the position. These costs change over time, and we decided that for the sake of more accurate simulations, we would incorporate these changes into our...

Posted on Jun 11, 2018 by Kris Longmore
1 Comment.
1,687 Views

Cryptocompare is a platform providing data and insights on pretty much everything in the crypto-sphere, from market data for cryptocurrencies to comparisons of the various crytpo-exchanges, to recommendations for where to spend your crypto assets. The user-experience is quite pleasant, as you can see from the screenshot of their real-time coin comparison table: As nice as the user-interface is, what...

Posted on Jun 04, 2018 by Kris Longmore
3 comments.
1,623 Views

At Robot Wealth we get more questions than even the most sleep-deprived trader can handle. So whilst we develop the algo equivalent of Siri and brag about how we managed to get 6 hours downtime last night, we thought we'd start a new format of blog posts — answering your most burning questions. Lately our Class to Quant members have been looking...