LABS Latest Post

How To Identify Overfit Trading Strategies

15 November 2017

In this post, we describe the main features and behaviours of overfit trading strategies, and the risks they pose to both traders and DARWIN investors. Overfit trading strategies typically perform well in backtesting environments, creating the illusion that they exploit the market inefficiency being targeted, really well. However, when deployed in a live trading environment, […]

Currency Index Indicator for MetaTrader 4

20 October 2017

In this post, we describe the purpose, composition, parity, calculation logic and construction of a Currency Index for each of the 8 major currencies. These include: EUR – Euro USD – US Dollar GBP – British Pound JPY – Japanese Yen AUD – Australian Dollar NZD – New Zealand Dollar CHF – Swiss Franc CAD […]

DO’s and DONT’s of MT4 Backtesting

16 October 2017

This post presents a number of best practices for backtesting trading strategies in the MetaTrader 4 Strategy Tester. Watch the Webinar Recording by clicking here. Simulating a strategy’s historical performance correctly, increases the probability of it generalizing well to unseen market data in future. As such, it’s important that all backtesting be conducted robustly, careful […]

Advantages of Trading $DWC vs. Other Assets

20 September 2017

This post describes some of the advantages of trading $DWC over other listed assets on the DARWIN Exchange. Click here to watch the Webinar Recording. The underlying fundamentals of DARWIN $DWC give rise to historically consistent behaviours in the asset that benefit both active and passive traders. Compared to any other DARWIN on the Exchange […]

ZeroMQ – How To Interface Python/R with MetaTrader 4

27 August 2017

In this post, we present a technique employing ZeroMQ (an Open Source, Asynchronous Messaging Library and Concurrency Framework) for building a basic – but easily extensible – high performance bridge between external (non-MQL) programming languages and MetaTrader 4.   Reasons for writing this post: Lack of comprehensive, publicly available literature about this topic on the […]

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 […]