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Recent blog posts from Get Tricks And Strategies Of The Current Market With Quantit
Donchian Channels: How to Turn a Simple Idea Into Working Strategies
Learn Donchian Channels and build three breakout strategies in Python. Bias-free signals, realistic costs, and fair benchmarks. Watch Mohak’s walkthrough and download the code....
4 Months Ago
Risk Parity Portfolio: Strategy, Example & Python Implementation
Explore what a risk parity portfolio is, how it works, and how to build one with Python. Compare equal-weighted vs. risk parity strategies for better returns, lower volatility, and balanced risk alloc...
6 Months Ago
Retrospective Simulation in Trading: Testing Strategies Beyond Realized Price Paths
Simulate alternate historical price paths using a non-parametric Brownian bridge to test trading strategies beyond the realised market history. See how retrospective simulation reveals risks of overfi...
6 Months Ago
Step-by-Step Python Guide for Regime-Specific Trading Using HMM and Random Forest
Build a regime-adaptive trading strategy in Python with this hands-on guide. Detect market regimes using Hidden Markov Models and generate signals with Random Forests—all with complete code and walk...
7 Months Ago
Introduction to Bayesian Statistics in Finance and Algorithmic Trading
Explore how Bayesian statistics helps traders update beliefs, build adaptive models, and manage risk. Learn Bayes’ Theorem, Naive Bayes, Bayesian inference, and their applications in algorithmic tra...
7 Months Ago
Linear Regression in Algorithmic Trading: A Practical Guide with Python Examples
Explore how linear regression powers trading strategies in quantitative finance. Understand OLS, model assumptions, Python code for stock prediction, and real-world use cases for building and evaluati...
8 Months Ago
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