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July 25, 2024

Dynamic Stop-Losses with Bayesian Walk-Forward Optimization

Setting Volatility-Based Stop Losses with Optimized Paramaters While knowing when to enter a trade position matters, knowing when to exit if things go wrong is

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July 18, 2024

Estimating Conditional Probability of Price Movements

Probability Of Price Changes Occurring Conditional On Initial Price Changes Conditional probability helps us understand the likelihood of an event occurring, given that another event

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July 15, 2024

Multi-objective Portfolio Optimization

Portfolio optimization across multiple factors – Dividends, Returns, Volatility, CVaR, and more Multi-objective Portfolio optimization  considers multiple objectives simultaneously, such as maximizing returns, minimizing risk,

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July 9, 2024

U.S. Treasury Yield Curve as a Key Economic Indicator

Yield Data Retrieval, Curve Interpretation, Spreads, Correlations, and Regime Shifts The yield curve, a plot of Treasury bond yields across different maturities, serves as a

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July 5, 2024

Implied Volatility Analysis for Insights on Market Sentiment

A Comprehensive Guide for Automating IV Analysis in Python Implied Volatility (IV) shows the market’s expectations of future price movements for an underlying asset. This

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June 17, 2024

Automatic Pairs Trading and Identification

Identify and Trade Cointegrated Pairs Pairs trading is a market-neutral trading strategy that involves matching a long position with a short position in two assets

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June 10, 2024

Fine-tuning Idefics2 VLM for Document VQA

An Open State-of-the-Art Vision-Language Foundation Model Idefics2, the latest iteration, builds on the success of Idefics1 with enhanced Optical Character Recognition (OCR) abilities, improved architecture,

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June 8, 2024

Bootstrapping Future Price Movements Probabilities

How Bootstrap and Historical Simulations Help Predict Future Market Prices

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