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

Posted on Jan 07, 2018 by Kris Longmore
2 comments.
6,748 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
5 comments.
11,724 Views

This is the first in a multi-part series where we explore and compare various deep learning trading 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
5 comments.
1,868 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
8 comments.
5,104 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.
4,154 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
21 comments.
11,522 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 much more) and it has quickly become an important tool in my workflow! In this post, I’m going to show...

Posted on May 21, 2017 by Kris Longmore
16 comments.
5,945 Views

Recently, Yahoo Finance - a popular source of free end-of-day price data - made some changes to their server which wreaked a little havoc on anyone relying on it for their algos or simulations. Specifically, Yahoo Finance switched from HTTP to HTTPS and changed the data download URLs. No doubt this is a huge source of frustration, as many backtesting and trading...

Posted on Apr 28, 2017 by Kris Longmore
7 comments.
9,628 Views

I recently read Gary Antonacci's book Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk, and it was clear to me that this was an important book to share with the Robot Wealth community. It is important not only because it describes a simple approach to exploiting the "premier anomaly" (Fama and French, 2008), but because it is...