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Dokumentu skaits: 511
This introductory article explains object-oriented programming in Python and contrasts it with procedural and functional styles. It presents classes as templates and objects as individual instances, using cars and stocks as examples. It also introduces…
This project develops a market-neutral mean-reversion strategy for pairs drawn from 25 large-cap NSE stocks across several sectors. It estimates hedge ratios with ordinary least squares, tests spread residuals for stationarity using a lag-zero ADF procedure,…
This project tests whether a Random Forest classifier using six technical indicators can generate useful long-only signals for ten South African Top40 stocks. The indicators cover trend, oscillation, volatility, and volume. The study trains separate models…
A bear trap is a brief selloff that appears to signal a reversal but is followed by recovery and continuation of an existing uptrend. The article describes how bearish traders may mistake a pullback or liquidation-driven move for a lasting breakdown, then…
The article recounts a portfolio project that selects 22 stocks from 11 sectors of the S&P 500. It assigns weights using each asset’s standard deviation and rebalances quarterly: riskier stocks receive less exposure, while less volatile stocks receive more.…
This profile describes a student project that builds a diversified portfolio from 22 S&P 500 stocks across 11 sectors. The allocation is rebalanced quarterly using each stock’s standard deviation: higher-volatility stocks receive smaller weights, while…
The article compares trading with professional gambling to draw lessons about preparation and decision-making. It advises traders to understand the instruments they trade, how they are priced, relevant charts and indicators, and their own strategy before…
The document introduces a Bayesian time-varying parameter vector autoregression with stochastic volatility (TVP-VAR-SV). Unlike a standard VAR with fixed coefficients and constant error variance, this model allows lag relationships, contemporaneous…
The document explains harmonic trading as a method that combines geometric price swings with Fibonacci ratios to identify potential reversal zones. It describes the Gartley, Butterfly, Bat, and Crab patterns, outlining the retracement and extension…
The document presents statistical arbitrage as a family of systematic strategies that seek to trade relative mispricing, often using mean reversion in historically related instruments. It describes pairs trading as one approach: identify assets whose prices…
The article introduces quantitative and algorithmic trading as the combination of programming with market knowledge, statistics, finance, mathematics, and other disciplines. It traces a broad shift from physical trading to screen-based exchanges and…
The document explains how crypto arbitrage seeks to capture price or lending-rate differences across exchanges. It describes why gaps can arise, including capital controls, uneven liquidity and reaction speeds, volatility, and differences in transaction…
The article presents stationarity as a key condition for many time-series models: a stationary series has stable statistical properties, while trends, seasonality, or changing variance can make a series non-stationary. It distinguishes strict, first-order,…
The article explains stationarity as stability in a time series’ statistical behavior over time, distinguishing strict, first-order, weak, trend, and difference stationarity. It describes why the assumption matters: many forecasting procedures rely on past…
The article surveys data sources that can supplement price and volume analysis. It covers company ratios and financial statements, macroeconomic indicators, earnings dates, financial news, tweets, and sentiment scores. It names services and Python libraries…
The article explains direct market access (DMA) as a broker-provided route for submitting orders to exchange order books, with checks such as margin review before execution. It contrasts this with retail arrangements where a broker may intermediate orders or…
The article introduces mixture models as a possible framework for forecasting asset returns when their statistical behavior changes over time. It notes that returns can exhibit changing means and volatility, nonlinear patterns, volatility clustering,…
The document explains walk-forward optimization (WFO) as a rolling backtest procedure intended to address weaknesses in a single static optimization and validation split. In each cycle, strategy parameters are fitted using a historical in-sample window, then…
The document outlines a basic workflow for algorithmic Bitcoin trading: generate entry and exit signals from a strategy, allocate capital according to risk rules, then send orders to an exchange through its API. It describes Bitcoin as a decentralized…
The document introduces swing trading as holding positions for days to weeks to capture price moves between local highs and lows. It contrasts this horizon with day trading, describes swings as occurring within broader price trends, and favors…
This lecture description introduces advanced options portfolio management through the use of first-, second-, and third-order Greeks. It notes that risk can be managed by examining how portfolio exposures respond to underlying factors, including how…
This FAQ addresses practical questions about algorithmic trading, including latency, frequency categories, competition with manual traders, market efficiency, coding chart patterns, automation, and retail access. It frames latency as the time required for…
This tutorial explains how an ARIMA model represents a univariate time series through autoregressive terms, differencing, and lagged forecast errors. Its proposed workflow tests price-series stationarity with sequential Augmented Dickey-Fuller tests, uses…
This analysis uses daily Nifty 50 futures data from exchange files to examine price, trading volume, open interest, rollover percentages, and foreign and domestic institutional activity during the first quarter of 2020. It explains how to interpret price…