BacktestingQuant tradingThink like a traderZorro
A Quant’s Approach to Drawdown:
The Cold Blood Index
In part 1 of this series, we talked about how a market-savvy systematic trader would approach a period of drawdown
Zorro
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A Quant’s Approach to Drawdown:
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Quant tradingZorro
Shannon Entropy: A Genius Gambler’s Guide to Market Randomness
Before you commit your precious time to read this post on Shannon Entropy, I need to warn you that this
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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.
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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
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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
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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
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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
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Quant tradingRTrading infrastructureZorro
How to Run Trading Algorithms on Google Cloud Platform in 6 Easy Steps
Earlier this year, I attended the Google Next conference in San Francisco and gained some first-hand perspective into what’s possible
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FXMachine learningQuant tradingRZorro
Machine learning for Trading: Part 2
Introduction My first post on using machine learning for financial prediction took an in-depth look at various feature selection methods
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Zorro
My experience dealing with Zorro’s support team
Disclaimer: I am not posting this at the behest of the developers of Zorro, nor do I receive any form
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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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CointegrationFXQuant tradingRTrading booksZorro
Exploring mean reversion and cointegration with Zorro and R: part 1
This series of posts is inspired by several chapters from Ernie Chan’s highly recommended book Algorithmic Trading. The book follows Ernie’s