Published in DataDrivenInvestor·Jan 12Crowd-Sourced Automatic Trading Strategies: Are They Any Good?QuantConnect is a one-stop-shop in the world of data-driven investing and algorithmic trading. You can research ideas using their historical market and alternative data, you can backtest your strategies, and you can deploy them live on their co-located servers. The platform also features what they call the ‘Alpha Market’. …Algorithmic Trading6 min read
Published in Analytics Vidhya·Sep 9, 2020ARIMA-GARCH forecasting with PythonARIMA models are popular forecasting methods with lots of applications in the domain of finance. For example, using a linear combination of past returns and residuals, an attempt can be made to predict future returns. Sadly, when returns exhibit a change in variance over time, this family of models runs…Python3 min read
