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.

Jun 21, 2019

4 min read

Trading China A-Share Stocks Based On Social Media Data Analysis In Python

In this article, we will understand how natural language processing, sentiment analysis and social media play a role in the share markets with the help of Python. This would be explained with respect to the trading in China markets A-share stocks....

Jun 03, 2019

12 min read

Predicting Stock Trends Using Technical Analysis And Random Forests

This blog talks about how one can use technical indicators for predicting market movements and stock trends by using random forests, machine learning and technical analysis....

Feb 07, 2019

8 min read

Fibonacci Numbers - Harmonic Patterns

By finding patterns of varying lengths and magnitudes, the trader can then apply Fibonacci ratios to the patterns and try to predict future movements....

Jan 17, 2019

4 min read

Using Sentiment Analysis To Trade Equities [EPAT PROJECT]

The best way to assess the market sentiment is analyzing the main source of information that people use; news....

Dec 21, 2018

2 min read

Order Flow Strategy For Crypto Markets [EPAT PROJECT]

This article is an EPAT project which explains two strategies on ETHBTC based on full order flow & market disbalances & how to estimate a strategy performance....

Sep 13, 2018

10 min read

Trading Index Options Based On Index Momentum [EPAT PROJECT]

This article is a project work that talks about trading index options and how to set up and study an Index Option trading model based on the Index’s momentum....

Jul 07, 2018

21 min read

Modern Portfolio Management Using Capital Asset Pricing And Fama-French Three Factor Model [EPAT PROJECT]

This article introduces you to the theories & techniques in the Portfolio theory and arriving at the “MyPortfolio” model....

Jun 04, 2018

16 min read

Kalman Filter Techniques And Statistical Arbitrage In China's Futures Market In Python [EPAT PROJECT]

The project focuses on China’s futures market using Statistical Arbitrage and Pair trading techniques....

Aug 28, 2017

7 min read

Statistical Arbitrage: Pair Trading In The Mexican Stock Market [EPAT PROJECT]

Only a few algo trading firms operate in the Mexican stock exchange. Contrary to a more developed market, arbitrage opportunities aren’t readily realized....