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, …
This is the final post in our 3-part Back to Basics series. You may be interested in checking out the other posts in this series: Part 1: An Introduction to Algorithmic Trading Part 2: How to Succeed at Algorithmic Trading We’ve also compiled this series into an eBook which you can download for free …
This is the second post in our 3-part Back to Basics series on successful algorithmic trading. You may be interested in checking out the other posts in this series: Part 1: An Introduction to Algorithmic Trading Part 3: Backtesting in Algorithmic Trading There is a lot of information about algorithmic and quantitative trading in the public …
This is the first post in our 3-part Back to Basics series which serve as an introduction to algorithmic trading. You may be interested in checking out the other posts in this series: Part 2: How to Succeed at Algorithmic Trading Part 3: Backtesting in Algorithmic Trading This is the first in a series of posts in …
This post builds on work done by jcl over at his blog, The Financial Hacker. He proposes the Cold Blood Index as a means of objectively deciding whether to continue trading a system through a drawdown. I was recently looking for a solution like this and actually settled on a modification of jcl’s second example, where an allowance …
