Finance

Easily Optimize a Stock Portfolio using PyPortfolioOpt in Python

How to obtain stock data, analyze it and use PyPortfolioOpt to optimize a portfolio for max Sharpe ratio

I Put the Two Most Popular Trading Strategies to the Test with Bayesian Optimization

Can These Strategies Beat the Market?

Predicting Stock Price Direction Using Decision Trees and Technical Indicators

Combining Data Science and Technical Analysis for Stock Market Predictions

The Anatomy of the Covid-19 Market Crash

How the 2020 Crash Exposed the Mechanics of Panic, Volatility, and Sector Divergence

Can Genetic Algorithms Beat Buy and Hold? A Test on the S&P 500

The Short Answer is Yes, And It Only Took 3 Trades

I Used Bayesian Optimization to Optimize a Trading Strategy on the Top 10 Most Active Stocks

How randomness becomes structure through density functions, stochastic processes, and PDEs

Transition Densities and Partial Differential Equations in Quantitative Finance

How randomness becomes structure through density functions, stochastic processes, and PDEs

Understanding European and American Options: A Quantitative Approach

How to detect Hidden Market Patterns with Latent Gaussian Mixture Models

Trading Strategies: Double Moving Average Crossover

Learn how to implement and backtest the Double Moving Average Crossover Strategy in Python to identify potential buy and sell signals in trending markets.

The simplest football betting strategy I’ve ever designed

Volume Spread Analysis (VSA) Strategy: Quantifying Market Action for Trading Signals with Rolling Backtesting