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

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

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....
13 min read

EPAT Trading Projects

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....
EPAT Trading Projects
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....
EPAT Trading Projects
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....
EPAT Trading Projects
9 min read

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

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....
EPAT Trading Projects
9 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

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