This discussion article is a continuation of — “”.

Let us recap what we have discussed:

a. Analyzed historical data of NSE stocks in the “Financial Services” sector to identify co-integrated pairs of stocks i.e., stocks that move together.

b. Based on statistical tests…


In my last article — we used multiple scikit-learn based classification algorithms to predict direction for the stock movement. In this article, let’s use Keras & TensorFlow along with a few additional features to see if we can get better or…


In this article, we will use the stock trading strategies based on multiple machine learning classification algorithms to predict the market movement. To analyze the performance we will perform simple vectorized backtesting and then test the best performing strategy using Backtrader to get a more realistic picture. You can find…


Statistical Arbitrage (Stat Arb) are trading strategies that typically take advantage of either mean reversion in share prices or opportunities created by market microstructure anomalies. It is a highly quantitative analytical approach involving a well-diversified portfolio of securities. …


By Sabir Jana

Momentum, value, quality, sentiments, volatility, and size are a few well-established rewarded risk factors. Momentum investing is about going long on assets that have performed well while going short on assets with poor performance over a certain time period. There are many explanations on why momentum investing…


Asset allocation is the most important step in the investment management process. The ability and willingness to take the risk, the return objectives, and the constraints of the investor along with capital market expectations are the key inputs for asset allocation. Harry Markowitz first introduced the , perhaps…


by Sabir Jana

I decided to write this post after as this has created a lot of apprehension regarding the investment of debt funds in India. Fixed-income securities or debt funds serve important roles in portfolio diversification. …


By

zipline is probably the most mature and powerful backtesting and live trading engine. It is developed, maintained, and used in production by Quantopian Inc. is a Boston based crowed source technology and asset management firm. …

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