Increasing investment capacity through leverage on the Darwinex platform

8 August 2017

If as a DARWIN investor you have the leverage option enabled, there is a way to increase your investment amount in the event that you have a profitable open position in a given DARWIN.   By way of example, let’s assume that: We have €5,000 invested in a DARWIN, The open P/L is €1,000. The […]

$DWC 1-Minute Differenced Series

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 […]

Hidden Markov Models & Regime Change: DARWINs vs. S&P500

24 April 2017

In this post, we will employ a statistical time series approach using Hidden Markov Models (HMM), to firstly obtain visual evidence of regime change in the S&P500. We will then compare the index’ performance to a DARWIN Portfolio, between June 2014 and March 2017. Detecting significant, unforeseen changes in underlying market conditions (termed “market regimes“) […]

DARWIN Filters: A Practical Alternative to Markowitz Portfolio Theory

14 April 2017

In 1952 [1], the great Harry Markowitz published a paper on portfolio selection that essentially set the stage for modern portfolio theory in a mathematical context. For those not familiar with this Nobel Prize winning economist [2], he devised a methodology whereby investors could mathematically evaluate the proportion of total available capital to allocate, to […]

10 rules for DARWIN investing

16 March 2015

2 months of live money DARWIN investing taught me some valuable lessons… When prepping my best friend for his first DARWIN investment, this got me thinking: why not share my 10 rules for DARWIN investing? Disclosure Before listing them, some  disclosure to set my moral conscience right: I’m head and shoulders into Darwinex: I’m not as neutral about […]

The DARWIN IPO Process

12 February 2015

206 years ago today, Charles Darwin was born.  As you have probably gathered, the name of our company is inspired by him and his theory of evolution. We’re a great believer in the concept of survival of the fittest and if there was a modern jungle in which you see this everyday, it would have […]