QuantInsti’s Blog on Algo Trading and Quantitative Finance

Aug 08, 2022

6 min read

Variance Risk Premium capture with Tail Protection

The COVID-19 crisis saw heightened volatility in the market resulting in a drawdown for a popular proven profitable strategy - Selling volatility on indices. This EPAT project by Siddharth Bhatia is an exciting study of it....

Aug 05, 2022

6 min read

Overnight Trading: What it is, How it works, Benefits and Examples

In overnight trading, an overnight trader utilises market speculation skills by taking an overnight position in the market. Is it actually possible? What exactly does an overnight trader do and how? This interesting guide explains....

Aug 03, 2022

5 min read

Dispersion trading strategy in the Indian markets

Test the dispersion trading strategy in the Indian markets using Bank Nifty and its constituent stocks, by learning from this project by EPATian Karthik Kaushal. Download the complete code and try it for yourself as well....

Aug 01, 2022

7 min read

Changing notions of Risk Management in Automated Trading

Changing trends in risk management demand a dedicated and customised approach on time. When it comes to managing risk in trading, there is more to it that revolves around the trading activity. This interesting guide explains it all!...

Jul 29, 2022

8 min read

How to get funding for your Trading Strategy?

Getting funding for a trading strategy is vital for traders. This guide assists you on the what, how, prerequisites, processes, risks, and almost everything you need to know about getting funding for your trading strategy....

Jul 28, 2022

1 min read

[FREE WEBINAR] Introduction to Systematic Options Trading

A perfect opportunity to start your journey in systematic options trading. This webinar empowers you with the essential knowledge and skills for systematic options trading....

Jul 27, 2022

10 min read

Diversified ETF Portfolio: From Backtesting to Live Trading

Learn to create and backtest a trading strategy using a portfolio of nine sectors ETFs & live trading on Interactive Brokers using REST API. This EPAT project is wholly coded on Jupyter Notebook....

Jul 25, 2022

9 min read

Augmented Dickey Fuller (ADF) Test for a Pairs Trading Strategy

Augmented Dickey Fuller Test for pairs trading strategy is the most useful concept for traders using a pair of stocks in their trading strategy. Find all about the ADF test in pairs trading, its importance, working and much more!...

Jul 22, 2022

4 min read

Download Futures Data with Yahoo Finance Library in Python

Downloading futures data or downloading historical futures data for use in trading, is a much desired and sought-after process. Take your first steps towards algorithmically trading Futures with this blog....