BacktestingFXQuant tradingZorro
Exploiting 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
Zorro
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BacktestingQuant tradingTrading as a businessTrading infrastructureZorroA Review of Zorro for Systematic Trading
One of the keys to running a successful systematic trading business is a relentless focus on high return-on-investment activities. High
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BacktestingQuant tradingRTrading strategiesZorro
Kalman Filter Pairs Trading with Zorro and R
In the first three posts of this mini-series on pairs trading with Zorro and R, we: Implemented a Kalman filter
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BacktestingQuant tradingRZorro
Integrating R with the Zorro Backtesting and Execution Platform
In the last two posts, we implemented a Kalman filter in R for calculating a dynamic hedge ratio, and presented
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CointegrationQuant tradingTrading strategiesZorro
Pairs Trading in Zorro
In our previous post, we looked into implementing a Kalman filter in R for calculating the hedge ratio in a
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BacktestingQuant tradingTrading strategiesZorro
Pattern Recognition with the Frechet Distance
Chart patterns have long been a favourite of the technical analysis community. Triangles, flags, pennants, cups, heads and shoulders…. Name
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BacktestingQuant tradingThink like a traderZorro
A Quant’s Approach to Drawdown:
The Cold Blood IndexIn part 1 of this series, we talked about how a market-savvy systematic trader would approach a period of 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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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.
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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