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Autoregression: Time Series, Models, Trading, Python and more
The autoregressive (AR) model is a key tool for time series forecasting in trading. This guide covers its formula, calculation, and step-by-step model building, including a Python implementation....
16 min read
DBSCAN Vs K-Means
K-Means has its limitations DBSCAN solves them. This guide explains how DBSCAN works, its advantages over K-Means, and how to implement it in Python....
9 min read
SEBI’s New Framework for Safer Retail Algo Trading – What It Means for You
Discover how SEBI’s new algo trading framework impacts retail investors, brokers, and algo providers. Learn about order thresholds, broker oversight, empanelment rules, and key deadlines to stay compliant....
2 min read
The ARTFIMA Model for Trading
Explore the ARTFIMA model for trading, its key parameters, and how to estimate it in R. Learn how to backtest a trading strategy using the ARTFIMA model to assess its effectiveness....
7 min read
How to install Ta-Lib in Python
Learn how to install Ta-Lib in Python using Anaconda and pip on Windows, Mac, and Linux. Explore technical indicators with Python Ta-Lib, including ADX, RSI and Bollinger Bands, with examples....
11 min read
Python Libraries Explained: Transforming Data for Effective Trading
Explore essential Python libraries for algorithmic trading, data visualization, technical analysis, backtesting, and machine learning. Learn how these libraries help traders analyze financial data and develop trading strategies....
8 min read
Calculations of Value at Risk in Excel and Python
Learn how to calculate Value at Risk (VaR) using Python, parametric and non-parametric methods. Explore Portfolio VaR, Marginal VaR, and Component VaR, with practical examples in Python and Excel....
17 min read
QuantInsti and Lehigh University Conclude Scholarship Collaboration
QuantInsti and Lehigh University conclude their partnership. This blog reflects on a successful collaboration that empowered aspiring finance professionals....
2 min read
Portfolio Variance/Covariance Analysis
Understand portfolio variance and learn how to calculate it using the covariance matrix. Step-by-step guide with formulas, examples, and Python implementation for trading and risk assessment....
12 min read
Expected Shortfall (ES)
Learn how to compute and interpret Conditional Value at Risk (CVaR) aka Expected Shortfall or Expected Tail Loss (ETL). Find out its limitations and advantages. See the step-by-step example of computations in Excel and Python....
7 min read
