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....
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....
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....
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....
QuantInsti and Lehigh University conclude their partnership. This blog reflects on a successful collaboration that empowered aspiring finance professionals....
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....
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....
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....
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....
Explore LangChain for trading and stock analysis. Learn about its components and how to perform LLM-based financial statement and stock analysis using LangChain and OpenAI in Python....