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

Posted on Sep 10, 2018 by Kris Longmore
7 comments.
1,766 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
3 comments.
4,867 Views

This is the first in a two-part series. Be sure to read part 2 - Practical Statistics for Algo Traders: The Law of Large Numbers  How do you feel when you see the word "statistics"?  Maybe you feel 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...

Posted on Jul 10, 2018 by Kris Longmore
1 Comment.
947 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.
1,788 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
4 comments.
1,934 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...

Posted on Feb 06, 2018 by Kris Longmore
5 comments.
3,922 Views

Deep Learning for Trading Part 4: Fighting Overfitting 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 Deep Learning for Trading Part 1, we introduced Keras and discussed some of the major obstacles to using deep learning techniques in trading systems, including a...

Posted on Jan 23, 2018 by Kris Longmore
19 comments.
3,708 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
2 comments.
7,518 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....

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