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Robot Wealth
Robot Wealth
  • ABOUT
  • BLOG
  • FREE CASE STUDY
  • BOOTCAMP
    • FULL PROGRAM
    • Course 1: Trade Like a Quant
    • Course 2: Quant Like a Trader
    • Course 3: Advanced Quant Trading Techniques
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gold

Does gold belong in a risk premia portfolio?

March 8, 2025 by Kris Longmore

With GLD up 40-something percent since early 2024, I’ve been thinking about gold’s place in a risk premia harvesting portfolio. It’s a fascinating rabbit hole and there’s plenty of disagreement. Let’s break this down from two perspectives – the academic one (yawn) and the practical one (which is what actually matters if you want to …

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Categories Think like a trader Tags gold, risk premia

Excel for trading research?

February 28, 2025January 28, 2025 by Kris Longmore

Ever met a quant who was slightly religious about their tools? I’ve had Python zealots, R devotees, and MATLAB missionaries (well, back in the day, at least) all claiming their way is the best way. I use R for most of my analysis. The tidyverse libraries make sense to my brain, and I can move …

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Categories Data analysis, Excel, Tools of the trade Tags gold, seasonality

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