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…3d ago3d ago
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
AlexzapNVDA Technical Analysis using 75 Simplified FinTA IndicatorsIn this project, we’ll implement, simplify and test a technical analysis module integrating standalone Python functions available through…Jun 30Jun 30
AlexzapIn-Depth Data Science Analysis & BI of Booking.comThis post is all about job-related data analytics. The objective is to merge Data Science (DS) with HR Tech by unlocking the full power of…Jun 28Jun 28
AlexzapStrategic Asset Allocation (SAA) & Portfolio Optimization (PO): Go-To’s for QuantsThis paper represents an in-depth analysis of the Strategic Asset Allocation (SAA) and multi-criteria Portfolio Optimization (PO) methods…Jun 24Jun 24
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…Jun 201Jun 201
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…Jun 192Jun 192
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…Jun 17Jun 17
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)…Jun 15Jun 15
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…Jun 13Jun 13