AlexzapHi Giorgio,Thanks for your feedback with valuable comments about causality + end-points!6d ago16d ago1
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 13Aug 13
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…Jul 26Jul 26
AlexzapBuilding Supervised Machine Learning Streamlit Web AppTraining/Testing SciKit-Learn Binary Classifiers, Hyperparameter Optimization (HPO) & Awesome SciKit-Plot/Yellowbrick ML Visualizations.Jul 25Jul 25
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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