System Trader Success
Share It!

Category Archives for Strategy Development

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 […]

Continue reading

Back to Basics: Introduction to Algorithmic Trading

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 […]

Continue reading

A Better Regime Filter To Boost Returns

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 […]

Continue reading

Best Day Of The Week To Trade

What is the best day of the week to trade? Actually, this is a tricky question – let me explain… Part of my normal routine is developing new trading strategies. I am always testing new ideas, creating new strategies, and adding the successful ones to my live portfolio. That is what most of my Strategy […]

Continue reading