BacktestingQuant trading
How to Create a Trading Algorithm: So You Want to Build Your Own Algo Trading System?
This post comes to you from Dr Tom Starke, a good friend of Robot Wealth. Tom is a physicist, quant
Backtesting
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BacktestingFXRTime series modellingTrading strategies
Time Series Analysis: Fitting ARIMA/GARCH predictions profitable for FX?
Recently, I wrote about using mean-reversion time series models to analyze financial data and build trading strategies based on their
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BacktestingCointegrationFXQuant tradingRTrading booksTrading strategiesZorro
Exploring Mean Reversion and Cointegration: Part 2
In the first Mean Reversion and Cointegration post, I explored mean reversion of individual financial time series using techniques such
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BacktestingFXk-means clusteringMachine learningQuant tradingRTrading strategiesZorroA Robust Trading Framework Built with K-Means Clustering
Important preface: This post is in no way intended to showcase a particular trading strategy. It is purely to share
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BacktestingFXk-means clusteringMachine learningQuant tradingR
Unsupervised candlestick classification for fun and profit – part 2
In the last article, I described an application of the k-means clustering algorithm for classifying candlesticks based on the relative position
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BacktestingFXQuant tradingThink like a traderTools of the tradeZorro
The Financial Hacker’s Cold Blood Index
This post builds on work done by jcl over at his blog, The Financial Hacker. He proposes the Cold Blood
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BacktestingFXZorro
Benchmarking backtest results against random trading part 2
In the first part of this article, I described a procedure for empirically testing whether a trading strategy has predictive
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BacktestingTrading booksZorro
Benchmarking backtest results against random strategies
Picture this: A developer has coded up a brilliant strategy, taking great care not to over-optimize. There is no look-ahead