EPAT Trading Projects

Ready-to-implement project work done by EPATians on real-markets data in Artificial Intelligence, Statistical Arbitrage, Sentiment Trading, Crypto Currency and more.

Top Picks

Statistical Arbitrage: Pair Trading in the Brazilian Stock Market

A detailed look into Brazil’s stock market, as Dr. Luiz Guedes explains his project where he modelled a Statistical Arbitrage Pair Trading strategy to Brazil’s B3 (former Bovespa) stock market exchange....
11 min read

Kalman Filter Techniques And Statistical Arbitrage In China's Futures Market In Python

China’s futures market - This project focuses to identify opportunities using Statistical Arbitrage, various Pair trading techniques, and Python. A project by EPATian Xing Tao....
11 min read

Prediction of the price trend of Metals with Machine Learning

This project will help you learn how you can predict the price trend of metals using Machine Learning in your trading practice....
8 min read

LSTM Networks: Can They Predict Equity Index Prices?

In this article, we look at an enhanced version of the recurrent neural network called the LSTM network to predict SPY equity index prices based on historical price and volume data....
18 min read

EPAT Trading Projects

Crypto Perpetual Contract Pair Trading

An end-to-end guide on crypto perpetual contract pair trading, from idea to backtesting and optimization. Learn statistical arbitrage with Binance data for optimal trading, in this QuantInsti EPAT project....
EPAT Trading Projects
13 min read

Time-Series and LSTM Models: A Comparative Study for Stock Price Prediction

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....
EPAT Trading Projects
8 min read

Optimizing Exit Conditions Using a Variable Take Profit and Stop Loss

Many strategies focus on finding the best instance for trade entry and execution. However, when should you take profits or cut losses? This EPAT project explains. Find out how optimizing the exit conditions for commonly used trading strategies can improve the success of trades....
EPAT Trading Projects
7 min read

Portfolio Assets Allocation with Machine Learning

The idea of this project is to design a market neutral (long/short) portfolio of assets to be rebalanced periodically choosing different assets during every rebalance and evaluating different portfolio techniques....
EPAT Trading Projects
11 min read

Portfolio Assets Allocation with ML and Optimization for Dividend Stocks | Algo Trading Projects

EPAT project presentations by two of our esteemed EPAT alumni - “Portfolio Assets Allocation: A practical and scalable framework for Machine Learning Development” by Raimondo Marino and “Portfolio Optimization for Dividend Stocks” by Kurt Selleslagh....
Webinars
3 min read

Trading strategies for the Nifty 50 Index using Logistic and Linear Regression

A must-read study involving linear and logistic regression to create trading strategies in order to determine the predictive powers of the two models and comparisons with the benchmark Nifty 50 Index....
EPAT Trading Projects
9 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....
EPAT Trading Projects
6 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....
EPAT Trading Projects
5 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....
Portfolio & Risk Management
10 min read

Building a Machine Learning model for a Long-only strategy to be used as a Retail Trader

How do you build and implement a long-only strategy to buy and sell stocks via machine learning? And how do you do it if you're a retail trader? Let this project be your guide....
Machine Learning
8 min read