ETFs

Posted on Mar 31, 2020 by Kris Longmore
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To say we're living through extraordinary times would be an understatement. We saw the best part of 40% wiped off stock indexes in a matter of weeks, unprecedented co-ordinated central bank intervention on a global scale, and an unfolding health crisis that for many has already turned into a tragedy. As an investor or trader, what do you do? You manage your exposures the best you can, dial everything down, and go hunting for the opportunities that inevitably present themselves in a stressed out market. We've been hunting pretty much since this thing kicked off - and we want to show you what we found. And, more importantly, the tools and approach we used to find them. To that end, we are opening the gates to our Robot Wealth Pro community, a tight-knit network of independent traders with whom we share our firm's research, data, systematic trading strategies, and real-time ideas. We normally insist that you go through an introductory Bootcamp before joining our Pro team, but these are extraordinary times and we want to get after these opportunities as...

Posted on Jun 04, 2018 by Kris Longmore
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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 Class to Quant members have been looking to implement rotation-style ETF and equities strategies in Zorro, but just like your old high-school essays, starting is the biggest barrier. These types of strategies typically scan a universe of instruments and select one or more to hold until the subsequent rebalancing period. Zorro is my go-to choice for researching and even executing such strategies: its speed makes scanning even large universes of stocks quick and painless, and its scripting environment facilitates fast prototyping and iteration of the algorithm itself - once you've wrestled it for a while (get our free Zorro for Beginners video course here). I'm going to walk you through a general design paradigm for constructing strategies like this with Zorro, and demonstrate the entire process with a...