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

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

Pivot Point Strategy

In this project, we analyze different intraday trading strategies with Pivot Points. After defining different ways of calculating the Pivot Point, we do a Backtest with the most classic strategies and a different variant to those normally taught in textbooks....
EPAT Trading Projects
16 min read

Trend Testing In Algorithmic Trading

This article is an EPAT project that will guide you about getting an insight into how your strategy would perform by using certain techniques and a couple of tools ie. in short, how to test a trend....
EPAT Trading Projects
3 min read

Momentum-based Live Trading Using IBridgePy

This blog is a Project work of an EPATian. It uses Ibridgepy and is written in Python to access and use both historical and real-time data of securities provided by Interactive Brokers through IB Gateway....
Momentum Trading
3 min read

Trading China A-Share Stocks Based On Social Media Data Analysis In Python

In this article, we will understand how natural language processing, sentiment analysis and social media play a role in the share markets with the help of Python. This would be explained with respect to the trading in China markets A-share stocks....
Sentiment Trading
4 min read

Predicting Stock Trends Using Technical Analysis And Random Forests

This blog talks about how one can use technical indicators for predicting market movements and stock trends by using random forests, machine learning and technical analysis....
EPAT Trading Projects
12 min read

Using Sentiment Analysis To Trade Equities [EPAT PROJECT]

The best way to assess the market sentiment is analyzing the main source of information that people use; news....
EPAT Trading Projects
4 min read

Order Flow Strategy For Crypto Markets [EPAT PROJECT]

This article is an EPAT project which explains two strategies on ETHBTC based on full order flow & market disbalances & how to estimate a strategy performance....
Forex & Crypto Trading
2 min read

Trading Index Options Based On Index Momentum [EPAT PROJECT]

This article is a project work that talks about trading index options and how to set up and study an Index Option trading model based on the Index’s momentum....
EPAT Trading Projects
10 min read

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
21 min read

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
7 min read