AlexzapThanks for your comment!In fact, SGF is the smoothing filter designed to replace moving average. The simplest application is to use it as a trading indicator…1 min read·1 day ago----
AlexzapTesting Noise Resilience of the Savitzky-Golay Smoothing Filter vs SMA/TMA: Synthetics & BTC-USD…The smoothing and differentiation of noise-corrupted time series data is important in numerous fields (stock market, sales/economic…·8 min read·1 day ago--2--2
AlexzapNGUSD Price Prediction with a Grain of Salt: A Comparative Analysis of Statistical Modeling, LSTM…In this post, we’ll systematically compare and evaluate the mainstream Time Series Forecasting (TSF) techniques to unlock their power in…·23 min read·3 days ago----
AlexzapLSTM SOL-USD Price Prediction with Data Leakage Mitigation & Residual QC AnalysisThis article dives deep into the specifics of the Long Short-Term Memory(LSTM) regression algorithm [1] aimed at the SOL-USD (CRYPTO: SOL)…·9 min read·5 days ago----
Alexzap1Y 5 Asset Portfolio Optimization with PyPortfolioOpt: Min Volatility vs Optimal Risky ModelsIn algo-trading, Portfolio Optimization (PO) methods [1–5] aim to pick and size positions in financial instruments that achieve the desired…·6 min read·Jun 13, 2024----
AlexzapExcellent idea!Will write a blog comparing KMA with ema20 and related indicators!1 min read·Jun 13, 2024----
AlexzapThanks for sharing your integrated data-driven approach to stock price analysis, Shenggang!Time Series Data Imputation, Interpolation & Anomaly Detection1 min read·Jun 12, 2024----
AlexzapSemi-Automated Detection of BTC-USD Price Support & Resistance Levels: Comparing 15 Essential…When it comes to stock technical analysis, there is a legion of indicators and SaaS products available. Therefore, it is often useful to…·28 min read·Jun 11, 2024----
Alexzap1. Time Series Predictions: Ref.Both trend and seasonal parts can be predicted by ML. If the residual is stationary, then either (1) ARMA or (2) Monte Carlo random…1 min read·Jun 10, 2024--1--1