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CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. 58% of retail investor accounts lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.

Labs

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How do good traders use leverage? (Part II)
This post continues the discussion on optimal leverage that we began in the first part of this series. Today we shed light on the hypothesis, modelling and results phases of a study conducted by Darwinex Labs, wherein they quantitatively demonstrated the long-term impact of incremental leverage on trading strategy performance. Particular emphasis was laid on simulating a…
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How do good traders use leverage? – Part I
Good traders know that no more than between 5:1 and 10:1 D leverage is required to achieve 20% to 60% returns per annum, at 10% VaR. Background In a recent Spanish podcast episode, Darwinex CEO Juan Colón shed light on behaviours of successful DARWIN providers (traders) at Darwinex. Insights shared were as a result of…
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How To Download Tick Data in MetaTrader 4 & 5
This post describes how to download and save tick data offline, from both MT4 and MT5. Functional code samples (MetaTrader indicators) have been provided via GitHub, along with instructions on how to download and use them to begin extracting tick data from MetaTrader 4 or 5. Each tick data point extracted using this post's implementation contains:…
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Sharpe Ratio – A Reliable Measure of Performance?
This post describes some of the shortcomings of the Sharpe Ratio, that render it a non-optimal tool for measuring the performance of a trading strategy. For your convenience, the remainder of this post is organized as follows: What is the Sharpe Ratio and what is it used for? Where and how does the Sharpe Ratio…
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ZeroMQ – Transaction Reporting via MetaTrader (ZMQ-III)
In this third installment of our ZeroMQ series, we describe how to use ZeroMQ in non-MQL trading strategies to get the following information: Account Information (e.g. equity, margin, balance, etc) Trades at market (live or pending) Historical Trades Previous posts in this series relied heavily on the Request (REQ) / Reply (REP) communication…
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Constructing a Currency Portfolio in MetaTrader
This post describes how to construct a currency portfolio composed of any number of currency pairs (from those available on the Darwinex platform) and allocations, in MetaTrader. A few common use-cases for constructing currency portfolios include: Studying the correlation of a trading strategy's returns to market volatility. Trading currency strength instead of single pairs themselves.…
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Working with DARWIN Time Series Data in R (MLD-II)
This post describes how to prepare and analyse OHLC time series objects in R, from DARWIN datasets available publicly on our GitHub profile. * UPDATE (FEB 20, 2019): The datasets referenced below are no longer available on GitHub. Unlike the introductory posts in this series (see below) where we focused on environment configuration and fundamentals, from here on…
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Machine Learning on DARWIN Datasets (MLD-I)
Machine learning in essence, is the research and application of algorithms that help us better understand data. By leveraging statistical learning techniques from the realm of machine learning, practitioners are able to draw meaningful inferences from and turn data into actionable intelligence. Furthermore, the availability of several open source machine learning tools, platforms and libraries today enables…
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Setting up a DARWIN Data Science Environment
This post describes how to setup a data science environment for DARWIN R&D. Whether you're a Data Scientist, Quant, Trader, Investor, Researcher, Developer or just someone keen on putting the DARWIN asset class under a scientific microscope, the contents of this post should hopefully give you a sound start. The tools, libraries and datasets referenced herein are free…

The Darwinex® brand and the http://www.darwinex.com domain are commercial names used by Tradeslide Trading Tech Limited, a company regulated by the Financial Conduct Authority (FCA) in the United Kingdom with FRN 586466, with company registration number 08061368 and registered office in Acre House, 11-15 William Road, London NW1 3ER, UK. and by Sapiens Markets EU Sociedad de Valores SA, a company regulated by the Comisión Nacional del Mercado de Valores (CNMV) in Spain under the number 311, with CIF A10537348 and registered office in Calle de Recoletos, 19, Bajo, 28001 Madrid, Spain.

CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. 58% of retail investor accounts lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.