LABS Latest Post

Hedging DARWIN Portfolio Risk with $DWC

18 July 2017

In this blog post, we’ll discuss how DARWIN Investors can diversify away some of the excess risk posed to their portfolios by Loss Aversion, a common and well-researched phenomenon in behavioural finance. In particular, we’ll discuss why it makes sense to include DARWIN $DWC in a portfolio that’s partially or entirely composed of loss averse […]

Mean Reversion Tests on DARWIN $DWC

9 July 2017

In a previous post – Quantitative Modeling for Algorithmic Traders – we discussed the importance of Expectation, Variance, Standard Deviation, Covariance and Correlation. In this post we’ll discuss how those concepts can be applied to DARWIN assets. As a practical example, we will employ a series of statistical tests to assess if DARWIN $DWC is […]

$DWC – A Real Time Sentiment Index & Security

5 July 2017

(We recommend you to watch this webinar,hosted by our beloved Integracore2, which is the perfect complement for the article you are about to read) Fundamental and Technical trading indicators have long been used as a proxy for market sentiment. But by definition, these indicators have always lagged the movements they’ve been used to forecast. With the […]

Introducing DarwinexLabs – Prop Investing DARWINs

19 June 2017

Introducing DarwinexLabs We’re sending our Quant team on a new mission – and what better way to start than a new name? Introducing DarwinexLabs! What mission? DarwinexLabs’ next mission is to openly beat the market leveraging the DARWIN data-set. Why, and why now? Re-loaded introduces a new visual interface, but the bigger changes are under the hood. All diagnostic […]

Introducing DWC, the hedging DARWIN

18 June 2017

Introducing DWC, the hedging DARWIN DWC, the hedging DARWIN is DarwinexLabs’ first creation. It’s already listed at the Exchange. This post lays out: The rationale for a hedging DARWIN? Lessons learnt in the development process How DWC revenues will be shared with the community As you’ll gather, actively leveraging community data is a major strategic milestone […]

LVQ and Machine Learning for Algorithmic Traders – Part 3

17 June 2017

In the last two posts, LVQ and Machine Learning for Algorithmic Traders – Part 1, and LVQ and Machine Learning for Algorithmic Traders – Part 2, we demonstrated how to use: Linear Vector Quantization Correlation testing determine the relevance/importance of and correlation between strategy parameters respectively. Yet another technique we can use to estimate […]