Published inAnalytics VidhyaA Multi-Asset, All-Weather Strategy for Stable PerformanceWho could have imagined that as soon as the COVID-19 pandemic had subsided we would be in another crisis (Russia-Ukraine) that will…Mar 17, 2022Mar 17, 2022
Published inAnalytics VidhyaDynamic Hedge Ratio: Rolling Regression for Pair’s TradingThis discussion article is a continuation of — “Statistical Arbitrage with Pairs Trading and Backtesting”.Dec 31, 20201Dec 31, 20201
Published inAnalytics VidhyaKeras & TensorFlow to Predict Market Movements and Backtest using BacktraderIn my last article — ML Classification Algorithms to Predict Market Movements and Backtesting we used multiple scikit-learn based…Sep 11, 20202Sep 11, 20202
Published inAnalytics VidhyaML Classification Algorithms to Predict Market Movements and BacktestingIn this article, we will use the stock trading strategies based on multiple machine learning classification algorithms to predict the…Aug 21, 2020Aug 21, 2020
Published inAnalytics VidhyaStatistical Arbitrage with Pairs Trading and BacktestingStatistical Arbitrage (Stat Arb) are trading strategies typically take advantage of either mean reversion in share prices or opportunities…Jul 31, 20208Jul 31, 20208
Published inAnalytics VidhyaRSI Based Momentum Trading Strategy Backtested using zipline for Nifty 100 Stocks UniverseBy Sabir JanaJul 10, 20201Jul 10, 20201
Published inAnalytics VidhyaBlack–Litterman Model for Asset Allocation for Top 20 Indian Companies by Market Capitalization…by Sabir JanaJun 26, 20201Jun 26, 20201
Published inAnalytics VidhyaBlack–Litterman Model for Asset Allocation for Top 20 Indian Companies by Market Capitalization…Asset allocation is the most important step in the investment management process. The ability and willingness to take the risk, the return…Jun 19, 20201Jun 19, 20201
Published inAnalytics VidhyaA Balance Portfolio of Indian Equities and Debt Funds Backtested using Quontoian ziplineby Sabir JanaJun 13, 2020Jun 13, 2020
Published inAnalytics VidhyaHow to Import Indian equities Data to zipline on your local machine?Zipline is probably the most mature and powerful backtesting and live trading engine. It is developed, maintained, and used in production…Jun 7, 20208Jun 7, 20208
