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....
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.
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....
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....
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....