In Search for Stablecoin’s Perfect Peg: Application of Negative Hypergeometric Distribution
Dr. Pawel Lachowicz
In crypto market, stablecoins are meant to maintain their constant value with respect to the underlying currency. At…
Browsing Tag
model
12 posts
How to Design Intraday Cryptocurrency Trading Model using Bitcoin-based Signals?
With a growing popularity of cryptocurrencies and their increasing year-over-year traded volumes, crypto algo-trading is a next big…
How to Predict Bitcoin Price with Deep Learning LSTM Network
You can’t predict the future unless you have a crystal ball but you can predict Bitcoin price in…
Predicting Next Fatal Airline Crash using Python
Welcome in 2019! Happy New Year, All! Before the upcoming premiere of my new book Cryptocurrencies with Python,…
Earning Money in Cryptocurrency Markets by Spotting Statistical Arbitrage Opportunities
When you come in contact with cryptocurrencies, e.g. Bitcoin (BTC), you quickly realise that there is no single…
Detecting Human Fear in Electronic Trading: Emotional Quantum Entanglement
This post presents an appealing proof for the progressing domination of algorithmic trading over human trading. By analysing…
GARCH(1,1) Model in Python
In my previous article GARCH(p,q) Model and Exit Strategy for Intraday Algorithmic Traders we described the essentials of…
Gap-on-Open Profitable Trading Strategy
After a longer while, QuantAtRisk is back to business. As an algo trader I have been always tempted…
Ideal Stock Trading Model for the Purpose of Backtesting Only
There is only one goal in algorithmic stock trading: to win the game. To emerge victorious. To feel…
Market Fear Detection Model for Stock Trading based on Principal Component Analysis
Everybody would agree on one thing: the nervousness among traders may lead to massive sells of stocks, the…
GARCH(p,q) Model and Trade’s Exit Strategy
Forecasting future has always been a part of human untamed skill to posses. In an enjoyable Hollywood production…
Slippage in Model Backtesting
A precious lesson I learned during my venture over programming an independent backtesting engine for new trading model…