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

Portfolio Assets Allocation with ML and Optimization for Dividend Stocks | Algo Trading Projects

EPAT project presentations by two of our esteemed EPAT alumni - “Portfolio Assets Allocation: A practical and scalable framework for Machine Learning Development” by Raimondo Marino and “Portfolio Optimization for Dividend Stocks” by Kurt Selleslagh....
3 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....
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....
11 min read

Prediction of the price trend of Metals with Machine Learning

This project will help you learn how you can predict the price trend of metals using Machine Learning in your trading practice....
8 min read

LSTM Networks: Can They Predict Equity Index Prices?

In this article, we look at an enhanced version of the recurrent neural network called the LSTM network to predict SPY equity index prices based on historical price and volume data....
18 min read

EPAT Trading Projects

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....
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....
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....
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....
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....
7 min read

Dynamic Asset Allocation using Neural Networks

With this project, learn how to leverage daily returns prediction from a set of dynamic linear neural network models and build an asset allocation strategy for stocks comprising the nifty bank index....
17 min read

Trading with low ADX & other Momentum Indicators

Vijayabhasker explains a technical strategy deployed to capture short term potential price up move when a slowing momentum starts to display some strength....
4 min read

Trend Following Strategy in Futures using Time Series Momentum and Continuous Forecasts

This Project by Jirong Huang explains how you can use Time Series Momentum (TSMOM) and Continuous Forecasts (CF) to create a trend following trading strategy in Futures....
12 min read

Turning data into insights and building strategy using Python

This article will help you learn how to analyze data to acquire insights via Live stock-market examples and datasets....
11 min read

Building a Random Forest Regression model for Forex trading using price indicators and a sentiment indicator

This article helps you understand how you can build a machine learning model that could predict the next day’s currency close price based on previous days data....
7 min read