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

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

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

Automation using trend-following indicators

Learn how to create a system which can generate buy, sell, and automating orders as per signals generated by an intraday trading strategy based on 200 SMA and 50 EMA....
5 min read

Market Regime Detection with Hidden Markov Model

What are Market Regimes? How can you detect a Market Regime? How can you do it with the help of a hidden Markov Model? EPATian Fahim Khan explains in this project....
6 min read

Cash to Future Arbitrage

This EPAT project will help you understand and learn how you can build-up a module on Cash future Arbitrage....
5 min read