DataRTime series modelling
A 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
A Simple Trick for Dealing with Overlapping Data
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Data analysis
How 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,
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FactorsQuant tradingR
Quantifying and Combining Crypto Alphas
In this article, I’ll take some crypto stat arb features from our recent brainstorming article and show you how you
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FactorsTrading strategiesIdeas for Crypto Stat Arb Features
This article continues our recent articles on stat arb: In this article, I’ll brainstorm some ideas for predictive features that
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Quant tradingTrading strategiesA General Approach for Exploiting Statistical Arbitrage Alphas
Last week, I wrote a short article about statistical arbitrage trading in the real world. Statistical arbitrage is a well-understood
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Think like a traderTrading strategiesA Short Take on Real-World Pairs Trading
In textbooks, one often sees pairs trading algorithms start by regressing prices of Asset A on Asset B to calculate