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

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

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....
Portfolio & Risk Management
10 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....
Machine Learning
8 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....
Mean Reversion & Statistical Arbitrage
15 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....
Portfolio & Risk Management
12 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....
EPAT Trading Projects
11 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....
EPAT Trading Projects
24 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....
EPAT Trading Projects
15 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....
EPAT Trading Projects
11 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....
EPAT Trading Projects
7 min read