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

Posted on Feb 06, 2018 by Kris Longmore
5 comments.
3,676 Views

This is the fourth in a multi-part series in which we explore and compare various deep learning tools and techniques for market forecasting using Keras and TensorFlow. In Part 1, we introduced Keras and discussed some of the major obstacles to using deep learning techniques in trading systems, including a warning about attempting to extract meaningful signals from historical market data. If...

Posted on Jan 23, 2018 by Kris Longmore
18 comments.
3,413 Views

This is the third in a multi-part series in which we explore and compare various deep learning tools and techniques for market forecasting using Keras and TensorFlow. In Part 1, we introduced Keras and discussed some of the major obstacles to using deep learning techniques in trading systems, including a warning about attempting to extract meaningful signals from historical market data. If...

Posted on Jan 07, 2018 by Kris Longmore
1 Comment.
6,244 Views

This is the second in a multi-part series in which we explore and compare various deep learning tools and techniques for market forecasting using Keras and TensorFlow. In Part 1, we introduced Keras and discussed some of the major obstacles to using deep learning techniques in trading systems, including a warning about attempting to extract meaningful signals from historical market data....

Posted on Jan 01, 2018 by Kris Longmore
4 comments.
11,099 Views

This is the first in a multi-part series  in which we explore and compare various deep learning tools and techniques for market forecasting using Keras and TensorFlow. In this post, we introduce Keras and discuss some of the major obstacles to using deep learning techniques in trading systems, including a warning about attempting to extract meaningful signals from historical market data....

Posted on Nov 24, 2017 by Kris Longmore
4 comments.
1,822 Views

This article is a departure from the quantitative research that usually appears on the Robot Wealth blog. Until recently, I was working as a machine learning consultant to financial services organizations and trading firms in Australia and the Asia Pacific region. A few months ago, I left that world behind to join an ex-client's proprietary trading firm. I thought I'd...

Posted on Sep 06, 2017 by Kris Longmore
6 comments.
4,927 Views

This article is adapted from one of the units of Advanced Algorithmic Trading. If you like what you see, check out the entire curriculum here. Find out what Robot Wealth is all about here. If you're interested in using artificial neural networks (ANNs) for algorithmic trading, but don't know where to start, then this article is for you. Normally if...

Posted on Jul 29, 2017 by Kris Longmore
7 comments.
4,113 Views

In keeping with our recent theme of providing useful tidbits of algo trading practicalities, here's an elegant solution that resolves Yahoo's unceremonious exit from the free financial data space. Regular readers would know that I use various tools in my algo trading stack, but the one I keep coming back to, particularly when I'm ready to start running serious simulations,...

Posted on Jul 20, 2017 by Kris Longmore
17 comments.
10,887 Views

Earlier this year, I attended the Google Next conference in San Francisco and gained some first hand perspective into what’s possible with Google’s cloud infrastructure. Since then, I’ve been leaning on Google Cloud Platform (GCP) to run my trading algorithms (and more) and it has become an important tool in my workflow. In this post, I’m going to show you...