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
Anyone that’s been around the markets knows that the monthly release of the United States Department of Labor’s Non-Farm Payrolls
One of the keys to running a successful systematic trading business is a relentless focus on high return-on-investment activities. High
In the first three posts of this mini-series on pairs trading with Zorro and R, we: Implemented a Kalman filter
In the last two posts, we implemented a Kalman filter in R for calculating a dynamic hedge ratio, and presented
In our previous post, we looked into implementing a Kalman filter in R for calculating the hedge ratio in a
Chart patterns have long been a favourite of the technical analysis community. Triangles, flags, pennants, cups, heads and shoulders…. Name
In part 1 of this series, we talked about how a market-savvy systematic trader would approach a period of drawdown
Before you commit your precious time to read this post on Shannon Entropy, I need to warn you that this
If you’ve ever delved into the world of retail foreign exchange trading, you’ll have come across the MetaTrader platform. Let’s
One of the ongoing research projects inside the Robot Wealth community involves an FX strategy with some multi-week hold periods.
At Robot Wealth we get more questions than even the most sleep-deprived trader can handle. So whilst we develop the
This is the third in a multi-part series in which we explore and compare various deep learning tools and techniques for