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
Ready-to-implement project work done by EPATians on real-markets data in Artificial Intelligence, Statistical Arbitrage, Sentiment Trading, Crypto Currency and more.
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....
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....
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....
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....
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....
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....
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....
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....