AlexzapFull-Fledged Technical Analysis of Top Growth Stocks: Backtesting Volatility Resilience vs…Backtesting a wide spectrum of algo trading strategies, addressing volatility resilience vs profitability, simulating VaR, and computing…1d ago1d ago
AlexzapRight!There are several out-of-sample time series forecasting approaches. Currently the most robust approach is to estimate PDF using in-sample…4d ago4d ago
AlexzapAn Introduction to Data Science in FinTech Industry — 1. Basic ConceptsExploring Practical Applications of Data Science in the World of FinTech to Extract Useful Insights from Big Financial DataAug 22Aug 22
AlexzapNVDA vs BTC Algorithmic Trading: Backtest BB, MACD & AO Trading StrategiesComparing NVIDIA vs BTC-USD Historical Returns (Backtesting) using Bollinger Bands (BB), MACD & Awesome Oscillator (AO) Trading Strategies…Aug 211Aug 211
AlexzapUsing SMA to Improve Profitability of Markowitz Portfolio OptimizationUsing Simple Moving Average (SMA) to Eliminate Market Noise by Improving Return/Risk of Markowitz Portfolio OptimizationAug 18Aug 18
AlexzapRobust Detection of Data Overfitting in Supervised Machine Learning: Regression vs ClassificationExploring 13 Real-World Demos Across 10 Industry Sectors of Using Various Model Performance KPIs and SciKit-Plot/Yellowbrick/Matplotlib…Aug 15Aug 15
AlexzapThanks for your highly encouraging feedback, Neil!Optimizing portfolios via the loop over trading strategies sounds like a great idea.Aug 11Aug 11
AlexzapHi Giorgio,Thanks for your feedback with valuable comments about causality + end-points!Aug 21Aug 21
AlexzapHow to Filter Out Market Noise in Algo-Trading Strategies: JPM Use CaseAvoiding False Trading Signals in Stock Market Data: Zero-Phase Butterworth and 124 Wavelet Transform Filters for Noise-Resilient…Aug 14Aug 14