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Finding The Optimal Period

January 14, 2019 / Strategy Development / By Curtis White / 5 COMMENTS

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Today’s topic is on finding Share It!
the optimal periodicityqforTweet
the RSI - Share
indicator and the techniques should apply to other sorts of
indicators as well. The good news is that it won’t require any
rocket science. John Ehlers has written a lot about this topic,
and his articles spurred my interest in it, which frankly I […]

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Seasonal Strategies Built The Right
Way
December 17, 2018 / Strategy Development / By Murray Ruggiero

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Many commodities, and even some individual stocks or

stock groups, have recurring fundamental factors that affect
their prices. These forcescan be seen by analyzing a market
by day of week, day of month, or day of year. This is called
seasonal trading. Almost everyone who did seasonal
analysis back in the 1990’s made a big mistake. […]

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Getting Down To Business!

August 6, 2018 / Strategy Development / By Kevin Davey / 1 COMMENT

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A Better Regime Filter To Boost

Returns
April 9, 2018 / Strategy Development / By Curtis White / 4 COMMENTS

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One technique for optimizing systems is to create a regime

filter. A most common example is a binary classifier that
classifies the market into either bull or bear markets based
on closing above or below the 200 day moving average. But,
there are problems with binary classifiers and we will
demonstrate why a multi-state classifier […]

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How To Create A Multi Agent

Trading System Share It! = Share q Tweet - Share

October 23, 2017 / Strategy Development / By Jeff Swanson

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Randomly Pushing Buttons
September 18, 2017 / Strategy Development / By Matt Haines / 4 COMMENTS

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Before my current circumstances, and before I was a

photographer (see above), I used to make music for a living.
Specifically, weird-ass techno/electronic music that many
people found difficult or annoying. One of the ways I would
find sonic inspiration was to use audio software to generate
random sounds. I would record this stream of […]

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Back to Basics Part 3: Backtesting in

Algorithmic Trading
May 15, 2017 / Strategy Development / By Kris Longmore

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Nearly all research related to algorithmic trading is empirical
in nature. That is, it is based on observations and
experience. This is in contrast with theoretical research
which is based on assumptions, logic, and a mathematical
framework. Often, we start with a theoretical approach (for
example, a time-series model that we assume describes the
process […]

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A Visual Quantitative Analysis of RSI

using Tradestation and Excel
April 3, 2017 / Strategy Development / By Curtis White / 1 COMMENT

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The traditional way to treat the RSI is to treat low RSI

levels as good buying opportunities while treating high
RSI levels as selling opportunities. However, we seek to gain
fresh insight into the nature of RSI, with an eye toward
discovering possible momentum return, by exploring the RSI
using a visual quantitative approach. Exporting And
Visualizing The […]

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Back to Basics: Introduction to
Algorithmic Trading
February 20, 2017 / Strategy Development / By Kris Longmore / 2 COMMENTS

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This is the first in a series of posts wherein we will change

gears slightly and take a look at some of the fundamentals
of algorithmic trading. So far, Robot Wealth has focused on
machine learning and quantitative trading research, but I
had several conversations recently that motivated me to
explore some of the fundamental questions […]

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Best Day Of The Week To Trade

January 16, 2017 / Strategy Development / By Kevin Davey / 6 COMMENTS

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