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

Development Of Cloud-Based Automated Trading System With Machine Learning [EPAT PROJECT]

This article describes developing a fully cloud-based automated trading system that would leverage on mean-reverting or trend-following execution algorithms...
16 min read

Dispersion Strategy Based On Correlation Of Stocks And Volatility Of Index [EPAT PROJECT]

Dispersion trading is a very profitable strategy which offers high rewards in response to a low risk, but it is essential to implement the strategy correctly to gain the profit....
5 min read

Statistical Arbitrage Strategy In R - By Jacques Joubert [EPAT PROJECT]

This article focuses on statistical arbitrage, coded in R. It is a combination of EPAT class notes and author’s source code....
14 min read