Backtesting

BacktestingQuant tradingThink like a traderTrading as a business

A Quant’s Approach to Drawdown: Part 1

Imagine you’ve tinkered for days or even weeks, perfecting a strategy idea that’s showing a whole lot of promise. You’ve
Backtesting

Bond. Treasury Bond

The Federal Reserve publishes the yield-to-maturity of US Treasury bonds. However, the actual returns earned by investors are not publicly
BacktestingQuant tradingThink like a trader

Backtesting Bias:
Feels Good, Until You Blow Up

In an ideal trading universe (free from backtesting bias), we’d all have a big golden “causation magnifying glass”. Through the
BacktestingQuant tradingRThink like a trader

Momentum Is Dead! Long Live Momentum!

In our inaugural Algo Bootcamp, we teamed up with our super-active community of traders and developed a long-only, always-in-the-market strategy
BacktestingFXPythonZorro

Simulating Variable FX Swaps in Zorro and Python

One of the ongoing research projects inside the Robot Wealth community involves an FX strategy with some multi-week hold periods.
BacktestingQuant tradingThink like a traderTrading strategiesZorro

ETF Rotation Strategies in Zorro

At Robot Wealth we get more questions than even the most sleep-deprived trader can handle. So whilst we develop the
BacktestingDeep learningFXKerasNeural networksR

Deep Learning for Trading Part 4: Fighting Overfitting with Dropout and Regularization

Deep Learning for Trading Part 4: Fighting Overfitting is the fourth in a multi-part series in which we explore and compare
BacktestingDeep learningFXKerasNeural networksQuant tradingRZorro

Deep Learning for Trading Part 3: Feed Forward Networks

This is the third in a multi-part series in which we explore and compare various deep learning tools and techniques for
BacktestingMachine learningNeural networksQuant tradingRZorro

Neural Network Trading: A Getting Started Guide for Algo Trading

This article is adapted from one of the units of Advanced Algorithmic Trading. If you like what you see, check
BacktestingQuant tradingTools of the tradeTrading infrastructureZorro

We Love Free Data: Replacing Yahoo Finance Market Data

In keeping with our recent theme of providing useful tidbits of algo trading practicalities, here’s an elegant solution that resolves
BacktestingQuant tradingRThink like a traderTrading booksTrading strategies

Dual Momentum Investing: A Quant’s Review

I recently read Gary Antonacci’s book Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk, and it was
BacktestingQuant tradingThink like a traderTools of the trade

Back to Basics Part 3: Backtesting in Algorithmic Trading

This is the final post in our 3-part Back to Basics series. You may be interested in checking out the

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