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

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

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....
4 min read

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®....
6 min read

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®....
4 min read

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....
3 min read

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®....
10 min read

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....
6 min read