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....
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.
Dispersion Trading On NSE Stocks [EPAT PROJECT]
In Dispersion or Correlation Trading, Trader keeps a view on Volatility. Volatility mean reverts so Dispersion or Correlation also mean reverts....
Dispersion Trading Using Options [EPAT PROJECT]
This article explains the Dispersion Trading Strategy coded in Python and has been authored by Jayesh Kurup as part of the EPAT™ coursework at QuantInsti®....
Pair Trading – Statistical Arbitrage On Cash Stocks [EPAT PROJECT]
Pair Trading Strategy – Statistical Arbitrage on Cash Stocks coded in Python by Jonathan Narváez as part of the EPAT™ coursework at QuantInsti®....
Segregating Human and HFT Algo Orders [EPAT PROJECT]
The effectiveness of the segregation is determined with the sample data that has the human and HFT algo that has the human and HFT algo order details....
Strategy Using Trend-Following Indicators: MACD, ST And ADX [EPAT PROJECT]
Trend-following strategy based on the indicators like MACD, SuperTrend, and ADX coded in Python, which is a part of EPAT™ coursework at QuantInsti®....
Implementing Pairs Trading Using Kalman Filter [EPAT PROJECT]
This project work explains the implementation of a Pairs Trading strategy using Kalman Filter in Executive Programme in Algorithmic Trading (EPAT™) Course....
Pairs Trading On ETF [EPAT PROJECT]
This article on Pairs Trading with ETF is the final project work of EPAT student Edmund Ho. He has used a simple mean reversion strategy on ETF pairs...
Implementing Pairs Trading/Statistical Arbitrage Strategy In FX Markets [EPAT PROJECT]
This article on FX Market Pairs Trading strategy is submitted by the author as part of his coursework in EPAT at QuantInsti....