Unravel Data: A Cheat Code for Crypto?
The best trading edges are often found in places most people don’t think to look. It’s why being a bit
The best trading edges are often found in places most people don’t think to look. It’s why being a bit
An easy, practical way to harness an edge in the face of trading costs is the “no trade region” technique.
I want to discuss a couple of simple trade-off considerations around quant trading signals that may not be obvious. Here’s
In 2021, James, I, and a small team decided to set up a crypto trading venture. We faced several problems,
Holding data in a tidy format works wonders for one’s productivity. Here we will explore the tidyr package, which is
In the first three posts of this mini-series on pairs trading with Zorro and R, we: Implemented a Kalman filter
This is the third in a multi-part series in which we explore and compare various deep learning tools and techniques for
I recently read Gary Antonacci’s book Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk, and it was
This is the first post in our 3-part Back to Basics series which serve as an introduction to algorithmic trading.
This is the first post in a two-part series about the Hurst Exponent. Tom and I worked on this series
This post comes to you from Dr Tom Starke, a good friend of Robot Wealth. Tom is a physicist, quant