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## Seasonal Strategies Built The Right Way

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. […]

## How To Create A Multi Agent Trading System

In a previous article I demonstrated how to build a strategy that will trade the equity curve. That is, a strategy that will stop trading when the equity curve falls below a simple moving average. Lets look at a different technique that not many retails traders are aware of. In particular this technique is difficult […]

## Randomly Pushing Buttons

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 […]

## Back to Basics Part 3: Backtesting in Algorithmic Trading

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 […]

## Finding The Optimal Period

Today’s topic is on finding the optimal periodicity for the RSI 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 […]

## A Visual Quantitative Analysis of RSI using Tradestation and Excel

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 […]

## Back to Basics: Introduction to Algorithmic Trading

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 […]