Think like a trader
Trading 101: Understanding the Expected Value of Uncertain Bets
Industry veterans sometimes remark that successful gamblers tend to make good traders, and engineers tend to make lousy traders. This
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Think like a traderOn Having an Edge
The first thing you need as a trader is a clear edge. What do I mean by “edge?” Edge comes
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FactorsOptionsTrading strategiesOptions Trading with Cross-Sectional Volatility Factors
A few years ago, I got deep into the idea of constructing a long/short equity options portfolio based on the
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OptionsThink like a traderRules of Thumb for Trading Equity Options
If you trade liquid stocks or futures contracts, the first thing you will notice about equity options trading is that
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DataRTime series modellingA Simple Trick for Dealing with Overlapping Data
Last week, we looked at simple data analysis techniques to test for persistence. But we only looked at a feature
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Data analysisHow to Test the Assumption of Persistence
An assumption we often make in trading research is that the future will be at least a little like the
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PythonQuant tradingTrading strategiesTrading 0DTE Options with the IBKR Native API
Here’s a thing that I suspect will make money, but that I haven’t yet tested (for reasons that I will
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Tools of the tradeTrading infrastructureGetting Started with the Interactive Brokers Native API
Here at Robot Wealth, we trade with Interactive Brokers (IB) primarily because they offer access to global markets at a
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Quant tradingRNavigating Tradeoffs with Convex Optimisation
Navigating Tradeoffs with Convex Optimisation This is the final article in our recent stat arb series. The previous articles are
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Quant tradingRTrading strategiesBuilding Intuition for Trading with Convex Optimisation with CVXR
This article continues our recent stat arb series. The previous articles are linked below: A short take on stat arb
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FactorsQuant tradingRTime series modellingTrading strategiesHow to Model Features as Expected Returns
Modeling features as expected returns can be a useful way to develop trading strategies, but it requires some care. The
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BacktestingFactorsQuant tradingRTrading strategiesA Simple, Effective Way to Manage Turnover and Not Get Killed by Costs
Every time we trade, we incur a cost. We pay a commission to the exchange or broker, we cross spreads,