This risk premia post is part of a series derived from one of our recent Bootcamps, in which we developed a strategy for harvesting risk premia. We have allocated proprietary capital to the strategy, and many of our members are trading it too. In our Bootcamps we develop trading strategies in collaboration with the Robot …
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 …
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 …
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 …
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 …
