How I Built a Python Script to Analyze Stock Market Patterns

Turning messy market data into something I could actually understand

Top 10 Python Libraries Every Quant Must Know

Mastering Merton’s Jump-Diffusion Model for Trading Insights

I Optimized the Ichimoku Cloud Trading Strategy with Bayesian Optimization from 32% to 168% Returns

How optimizing Ichimoku parameters with Bayesian methods can dramatically improve your trading strategy

I Tried the Ichimoku Cloud Trading Strategy and This Is What Happened

A Beginner’s Guide to One of the Most Powerful and Underappreciated Technical Indicators

Master Momentum Trading Strategies with Python 🐍

Exploiting the Month-End Phenomenon: Simple Strategy for Individual Traders

Risk–Return Trade‐Off: MPT and CAPM with Python (1)

Create Stock Data Dashboards in 10 minutes using Streamlit and Python

Predicting Stock Price Movements with LSTM Using The Data from 19 Companie

Training a neural network to predict whether a stock’s price will go up using only historical indicators.

What is the SOFR Rate, and How to Calculate It?

Fair Value Gap (FVG) Algo-Trading with Smart Money Concepts (SMC)

Advanced Technical Analysis using SMC FVG Trading Signals in Python — ORCL Stock in Focus

Automate Key Price Zone Detection with Fibonacci Fan

Find Real Swing Anchors Using Volatility and Zigzag. Stop Guessing. Build Objective Support and Resistance Zones.

Getting Started with Itô’s Lemma for Stochastic Finance

From geometric Brownian motion to Ornstein-Uhlenbeck, the math behind financial dynamics

Measuring Volatility Mean-Reversion

Quantify reversion speeds, regime persistence and visualize when volatility shocks fade or linger using Python.

Why I’m Hooked on Backtesting with Python & Fastquant

Powerful Python backtesting secrets that pros are using to supercharge trading strategies 🐍📈

Python’s Building Blocks: A Quant’s Guide to Data Types and Logic

The Quant’s First Steps: Setting Up Your Python Environment

Predicting Stock Prices with Python and Monte Carlo Simulation

Using Python to explore probability, risk, and realistic stock price forecasts.

Is News Sentiment the Missing Edge? Backtested Spoiler Alert... Yes!

What if you could measure market emotions and trade on them?

How Quants Made 4,144% Returns in 2020 While Markets Crashed: The Heston Model Edge

The mathematical model that revealed volatility’s true nature — and turned market panic into massive profits

Optimizing a Rate of Change Trading Strategy with Bayesian Methods

A practical walkthrough of combining technical indicators and machine learning to refine trading decisions

A Simple Long Momentum Portfolio Strategy: 15% to 2400% Annual Return

Important Trading Metrics (Not Only Win-Rate And Why You Need To Track Them All)

Backtest result for Larry Connors "Double 7" Strategy