EPAT Trading Projects

Apr 13, 2022

8 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....

Apr 02, 2022

3 min read

Pairs Trading In Brazil And Short Straddles In The US Markets [ALGO TRADING PROJECTS]

EPAT project presentations by two of our esteemed EPAT alumni - “Pair Trading In the Brazilian Stock Market” by Dr Luiz Guedes and “Backtest of Short Straddles on SPX Index” by Siddharth Bhatia....

Feb 07, 2022

14 min read

Dynamic Selection of Pairs for Statistical Arbitrage

Model a Statistical Arbitrage trading strategy and learn to quantitatively analyse the modelling results through this EPAT project on algorithmic trading....

Dec 23, 2021

11 min read

Rule-based Portfolio to beat Market Returns

How do you create a rule-based portfolio for a retail investor? EPAT alumnus Manoj shares his EPAT project and explains....

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....