Tutorials on algorithmic trading#
Here is a collection of blog posts and tutorials that are relevant for algorithmic trading in Python.
Financial Models and Numerical Methods#
A collection of Jupyter notebooks based on different topics in the area of quantitative finance.
Gallery of Jupyter Books#
Multiple data research and quantative finance books for Python and Jupyter
Teddy Koker’s blog#
Articles on trading, gambling and machine learning.
Backtesting option strategy with Backtrader#
An example tutorial.
ML Algotrading Wiki#
A wiki website with research and various news sources.
MLTraders’ Algotrading and Machine Learning work for everybody..
Pair Trading: A market-neutral trading strategy with integrated Machine Learning#
The primary goal in an investment endeavor is the implementation of strategies that minimize the risk while also maximizing the financial gain or return from the said investment. While there have been many popular strategies and techniques developed over the years that point towards the same goal, the ‘Pairs-Trading’ strategy is one that has been used to great extent in modern hedge-funds, for its simplicity and inherent market-neutral qualities.
Dead Simple 2-Asset Portfolio that Crushes the S&P500#
This is an update to the original blog series that explored a simple strategy of being long UPRO and TMF in equal weight, inverse volatility and inverse-inverse volatility. This strategy crushed the cumulative and risk-adjusted returns of the benchmark SPY etf.
Didact AI#
The anatomy of an ML-powered stock picking engine.
Trend following regime filter with HMM#
In this article the Hidden Markov Model will be utilised within the QSTrader framework as a risk-managing market regime filter. It will disallow trades when higher volatility regimes are predicted. The hope is that by doing so it will eliminate unprofitable trades and possibly remove volatility from the strategy, thus increasing its Sharpe ratio.
Uniswap v3 and Aave delta hedged strategy#
A blog outlining an example trading strategy creating Uniswap V3 liquidity provision position which is delta hedged using Aave lending protocol.