Trading strategies
The Art and Science of Trading Carry
Let’s talk about carry trades. First, what exactly is a carry trade? A carry trade is a trade that pays
fx
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BacktestingFXRTime series modellingTrading strategiesZorroTrading FX using Autoregressive Models
I’m a big fan of Ernie Chan’s quant trading books: Quantitative Trading, Algorithmic Trading, and Machine Trading. There are some
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BacktestingFXQuant tradingZorroExploiting The Non-Farm Payrolls Drift
Anyone that’s been around the markets knows that the monthly release of the United States Department of Labor’s Non-Farm Payrolls
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Quant tradingTools of the tradeTrading infrastructure
Optimising MetaTrader for Algorithmic Trading
If you’ve ever delved into the world of retail foreign exchange trading, you’ll have come across the MetaTrader platform. Let’s
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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.