We found 289 articles by this author...
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
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