We found 282 articles by this author...
Peter Engel’s Road to Algorithmic Trading | Case Study
Discover how Peter Engel transitioned from manual trading to building scalable algorithmic systems. Learn about his journey with personalized mentorship, Quantra courses, and EPAT's structured program for algorithmic trading success....
3 min read
Introduction to Value at Risk (VaR)
Explore Value at Risk (VaR): definition, computation, and models for portfolio risk. Learn about Python and Excel applications, backtesting VaR models, historical simulation formulas, and the importance of VaR alongside other measures....
9 min read
Gap Trading Strategy: Based on the Markov Rule | EPAT Project
An EPAT project on gap trading in Indian equities, targeting low-volatility stocks and avoiding high-volatility conditions. This long-only strategy enters at day’s close and exits at next day’s open, improving performance over time with higher Sharpe ratios and reduced volatility....
7 min read
Mean-Reversion Trading with Statistical Arbitrage Pair Trading Strategy Across Different Sectors in the Indian Markets | EPAT Project
A statistical arbitrage strategy for the Indian stock market that leverages pair trading by identifying and trading cointegrated stock pairs within the same sector. With this blog, learn to ensure high correlation and mean-reverting price behavior for optimal returns....
5 min read
Using Machine Learning to Generate Intraday Buy and Sell Signals for Cryptocurrency | EPAT Project
This blog covers technical indicators, data preprocessing, backtesting, and performance optimization with tools like Scikit-Learn and VectorBt. Perfect for intermediate to advanced readers aiming to enhance trading performance in volatile markets....
9 min read
Quant Intern at QuantInsti: My Journey into Algorithmic Trading and Strategy Development
Explore Pranjal Tripathi’s journey as a Quant Intern at QuantInsti. From learning algorithmic trading to developing real-world strategies, discover insights into quantitative finance, backtesting, and strategy refinement....
6 min read
ARIMA Vs LSTM: A Comparative Study of Stock Price Prediction Models | EPAT Project
This project is about stock price prediction with ARIMA and LSTM models. This comparative study of time series and ML techniques provides insights into accuracy and precision....
9 min read
QuantInsti’s 2023 Webinar Highlights: A Compiled List
Explore QuantInsti’s 2023 webinars covering algorithmic trading, machine learning, factor investing, ChatGPT applications, and more. Gain expert insights, practical tools, and actionable strategies from leading industry professionals....
7 min read
QuantInsti’s 2022 Webinar Highlights: A Compiled List
Discover QuantInsti’s 2022 webinars featuring algorithmic trading insights, machine learning applications, crypto strategies, and hands-on projects. Explore expert-led sessions on portfolio optimization, trading alphas, VIX strategies, and more. Ideal for traders at all levels....
7 min read
Gaussian Distribution: What it is, How to Calculate, and More
Gaussian distribution is used to describe the behaviour of market prices. This blog explains its distribution and its implications on the financial world and risk control....
6 min read