AlexzapPortfolio Optimization (PO) of 25 Largest US Tech Stocks: A Four-Fold Risk/Return AnalysisComparing Riskfolio-Lib Mean Risk PO to Max Sharpe Monte Carlo Simulations, SciPy SLSQP Minimization, and Pyfolio Rebalancing of 25 Largest…1d ago1d ago
AlexzapBuilding Supervised Machine Learning Streamlit Web AppTraining/Testing SciKit-Learn Binary Classifiers, Hyperparameter Optimization (HPO) & Awesome SciKit-Plot/Yellowbrick ML Visualizations.2d ago2d ago
AlexzapBacktesting TESLA Crossover Strategies: Noise-Resilient Wiener Filter MA vs SMAUse the Wiener Filter Moving Average Crossover Strategy to Eliminate SMA False Breakouts4d ago4d ago
AlexzapIntegration of Stochastic VaR Predictions, Quantstats Profit-Volatility Analysis & Backtesting of…Biotech R&D AZN Algo-Trading Use-Case Study: Beta Coefficient, VaR, Q-Q Plots, Monte Carlo Random Walk Simulations, Quantstats & Disparity…Jul 20Jul 20
AlexzapCan Energy (XOM), Defense (LMT) & ETF (SCHD) Make A Balanced & Profitable Portfolio?“The enemy of a good asset allocation is the quest for a perfect one. Fight the urge to be perfect.” ― Richard A. Ferri, All About Asset…Jul 19Jul 19
AlexzapNVIDIA Short-Term Stock Price Forecasting: SHAP Explainer, Lags, Optimized ML Regressors…“Most forecasts don’t allow for alternative outcomes.” Howard Marks.Jul 17Jul 17
AlexzapH2O AutoML Malware Detection F1 0.99 by Optimizing 8 ML Models with SHAP XAIMalware detection is a crucial aspect of cybersecurity.Jul 13Jul 13
AlexzapinInsiderFinance WireAn Integrated Quant Trading Analysis of US Big Techs using Quantstats, TA, PyPortfolioOpt, and…In this post, the focus is on a comparative quant trading analysis of US Big Techs (v.i.) by integrating technical, fundamental analysis…Jul 121Jul 121
AlexzapBTC-USD Price Prediction using FB Prophet with Hyperparameter Optimization, Cross-Validation QC &…This post is a continuation of our previous study aimed at developing a detailed framework for BTC-USD price prediction using Facebook’s…Jul 8Jul 8
Alexzap5Y WMT Algo-Trading: Comparing DEMA vs SMA Crossover Strategies with Backtesting & SPY/Buy-Hold…In this post, we’ll backtest the algo-trading algorithms by comparing the Simple Moving Average (SMA) and Double Exponential Moving Average…Jul 2Jul 2