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…1d ago1d ago
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…3d ago3d ago
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…5d ago5d ago
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