I’m Kris Longmore. I’m a former engineer turned systematic trader, and I run robotwealth.com - a research lab and shared infrastructure for independent quants.
Edge Alchemy is where I write about the stuff I’m thinking about.
The topics tend to orbit a few themes: how edges work and why they persist (or not), the research process behind finding them, what it takes to run a real trading operation as an indie trader, and the mistakes I’ve made along the way. Sometimes I’ll dig into a specific strategy or piece of research. Other times it’s more of a reflection on the craft itself.
Why “Edge Alchemy”?
Alchemists tried to turn lead into gold, and failed. But the best systematic traders do something that looks a lot like alchemy: they take small, noisy, individually unremarkable edges and combine them into something that actually works.
The transformation isn’t magic. It’s portfolio construction, diversification, and operational discipline.
I wrote more about the philosophy here: Edge Alchemy.
What you’ll get
I publish roughly weekly. You’ll get research walkthroughs, reflections on the trading process, and the occasional rant about things that don’t work. It’s free
The longer story
If you’ve read my work at Robot Wealth, you’ll recognise the voice. The difference is that Edge Alchemy is less structured and more exploratory. It’s where I think out loud. Robot Wealth is the workshop; this is my notebook.
I trade a portfolio of systematic strategies from my home in south-west Western Australia. I’ve been doing this for over a decade, starting from a point of zero relevant expertise and an abundance of misplaced confidence.
I went from engineer to prop trader to running my own operation, and the path has been... educational. I share the details in my case study.
If you want to go deeper with me - strategies, shared tools & data, research community, the whole trading operation infrastructure - that’s what RW Pro is for.
