Investing

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

Ditch Excel: Build a Live-Updating Trading Dashboard in Notion with Python

Dynamic Risk Management with a Volatility-Adjusted Grid Strategy

Unsupervised ML in Algorithmic Trading

Options Backtesting with Python: An Introductory Walkthrough

Stock Price Forecasting: Logistic Regressions

Using Logistic Regression to Forecast Stock Market Trends with Python