How to use quantitative techniques of online machine learning in trading strategies development and improvement? Learn from an example within this project by EPAT alumnus Evgeny Tishkin....
This blog has been divided into 3 parts. First - the formulation of the Quantamental trading strategy. Second - backtesting the strategy. Third - performance analysis of the strategy against the benchmark: NASDAQ....
Your resource to learn about backtesting your data files with the Zipline library and building a Zipline bundle for Yahoo CSV files....
With this project, learn how to leverage daily returns prediction from a set of dynamic linear neural network models and build an asset allocation strategy for stocks comprising the nifty bank index....
A comprehensive resource to learn how to collaborate in an Open Source Trading project using the largely popular Git and Github tools....
This blog introduces you to the Central Limit Theorem (CLT) and explains its importance with the help of examples in Python. The concepts of samples and sampling distribution are also covered in this article....
Vijayabhasker explains a technical strategy deployed to capture short term potential price up move when a slowing momentum starts to display some strength....
In this article, we will understand the Naive Bayes model and how it can be applied in the domain of trading....
In this article, you will not only understand regression and its types but also build a trading system that uses regression analysis at its core. Code in Python right now!...
In this article, we focus on a Volatility Weighted Portfolio to try to ensure that all components of the portfolio contribute in the same proportion to the risk/reward ratio....