EPAT Trading Projects

Jul 05, 2021

11 min read

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....

May 20, 2021

24 min read

Long-only, Low frequency, Asset-allocation Algorithms

Learn and come up with a low-frequency strategy that can optimally allocate its prevailing capital amongst a pre-selected set of underliers (basket assets) at regular intervals....

May 19, 2021

15 min read

Portfolio Allocation and Pair Trading Strategy using Python

A comparative analysis of the Portfolio Allocation Strategy with the Pair trading strategy, using the Sharpe, Sortino and Calmar ratio in the Indian Equities Market....

May 10, 2021

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....

Apr 29, 2021

7 min read

Investing in Big Tech Stocks using online Quantitative Models

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....

Mar 29, 2021

17 min read

Dynamic Asset Allocation using Neural Networks

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....

Mar 11, 2021

4 min read

Trading with low ADX & other Momentum Indicators

Vijayabhasker explains a technical strategy deployed to capture short term potential price up move when a slowing momentum starts to display some strength....

Feb 18, 2021

12 min read

Trend Following Strategy in Futures using Time Series Momentum and Continuous Forecasts

This Project by Jirong Huang explains how you can use Time Series Momentum (TSMOM) and Continuous Forecasts (CF) to create a trend following trading strategy in Futures....

Sep 28, 2020

11 min read

Turning data into insights and building strategy using Python

This article will help you learn how to analyze data to acquire insights via Live stock-market examples and datasets....