Sabir Jana, CFAinAnalytics 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…4 min read·Mar 17, 2022----
Sabir Jana, CFAinAnalytics VidhyaDynamic Hedge Ratio: Rolling Regression for Pair’s TradingThis discussion article is a continuation of — “Statistical Arbitrage with Pairs Trading and Backtesting”.4 min read·Dec 31, 2020--1--1
Sabir Jana, CFAinAnalytics 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…6 min read·Sep 11, 2020--2--2
Sabir Jana, CFAinAnalytics 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…10 min read·Aug 21, 2020----
Sabir Jana, CFAinAnalytics 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…11 min read·Jul 31, 2020--7--7
Sabir Jana, CFAinAnalytics VidhyaRSI Based Momentum Trading Strategy Backtested using zipline for Nifty 100 Stocks UniverseBy Sabir Jana12 min read·Jul 10, 2020----
Sabir Jana, CFAinAnalytics VidhyaBlack–Litterman Model for Asset Allocation for Top 20 Indian Companies by Market Capitalization…by Sabir Jana9 min read·Jun 26, 2020--1--1
Sabir Jana, CFAinAnalytics 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…9 min read·Jun 19, 2020--1--1
Sabir Jana, CFAinAnalytics VidhyaA Balance Portfolio of Indian Equities and Debt Funds Backtested using Quontoian ziplineby Sabir Jana7 min read·Jun 13, 2020----
Sabir Jana, CFAinAnalytics 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…10 min read·Jun 7, 2020--8--8