EPAT Trading Projects

Aug 25, 2022

9 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....

Aug 08, 2022

6 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....

Aug 03, 2022

5 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....

Jul 27, 2022

10 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....

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....