Backtesting a Dynamic Investment Strategy with Python
Posts by Tags
ai trading
algorithmic trading
Stock Return Classifier (Part IV): Test Evaluation & Portfolio Backtesting
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
Stock Return Classifier (Part III): Baseline Models, ML Models & Hyperparameter Tuning
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
Stock Return Classifier (Part II): EDA, Feature Selection & Feature Engineering
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
Stock Return Classifier (Part I): Problem Statement & Technical Indicators
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
Deep Q-Network for Stock Trading (Part II): Data Engineering Pipeline
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
Deep Q-Network for Stock Trading (Part I): Problem Statement & RL Motivation
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
backtesting
Stock Return Classifier (Part IV): Test Evaluation & Portfolio Backtesting
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
backtesting results
Deep Q-Network for Stock Trading (Part V): Software Architecture & Results
This is the final post in a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
bare metal
classification
Stock Return Classifier (Part I): Problem Statement & Technical Indicators
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
cross-validation
Stock Return Classifier (Part III): Baseline Models, ML Models & Hyperparameter Tuning
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
data engineering
Deep Q-Network for Stock Trading (Part II): Data Engineering Pipeline
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
data science
Influence of News Topics on Facebook-based Stress Impact Scores
My goal is to design a news recommendation engine that incorporates the potential stress impact to the user on reading the news articles.
Wi-Fi Fingerprint Indoor Localization (Part III): Classification and Cascade Prediction
In the previous post, we performed various transformations on the independent variables of the raw UJIIndoorLoc dataset to prepare it for the machine learning.
Wi-Fi Fingerprint Indoor Localization (Part II): Latitude-Longitude Regression
This post is part of a series of blogs on machine learning approaches for Wi-Fi fingerprinting based indoor localization.
Wi-Fi Fingerprint Indoor Localization (Part I): Predictor Pre-Processing
This post is part of a series of blogs on machine learning approaches for Wi-Fi fingerprinting based indoor localization.
Reddit Sentiment-based Soccer Match Prediction
In this project, my goal is to predict the soccer match results based on the sentiment of the comments in the corresponding Reddit soccer (r/soccer) post-match threads.
Drawing Statistical Inferences from General Social Survey
In this project, I apply the skills learnt in Inferential Statistics course offered on Coursera by Duke University.
H-1B Visa Petitions Data Analysis using R (Part IV): Kaggle Open Data
This post is part of a series of blogs on exploration of H-1B visa petitions public dataset using R language.
H-1B Visa Petitions Data Analysis using R (Part III): Shiny Web App
This post is part of a series of blogs on exploration of H-1B visa petitions public dataset using R language.
H-1B Visa Petitions Data Analysis using R (Part II): Data Analysis
This post is part of a series of blogs on exploration of H-1B visa petitions public dataset using R language.
H-1B Visa Petitions Data Analysis using R (Part I): Data Wrangling
This post is part of a series of blogs on exploration of H-1B visa petitions public dataset using R language.
deep learning
Deep Q-Network for Stock Trading (Part IV): DQN Architecture Deep Dive
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
deep q-network
Deep Q-Network for Stock Trading (Part I): Problem Statement & RL Motivation
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
double dqn
Deep Q-Network for Stock Trading (Part IV): DQN Architecture Deep Dive
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
dueling dqn
Deep Q-Network for Stock Trading (Part IV): DQN Architecture Deep Dive
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
embedded systems
esp8266
exploratory data analysis
Stock Return Classifier (Part II): EDA, Feature Selection & Feature Engineering
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
feature engineering
Stock Return Classifier (Part II): EDA, Feature Selection & Feature Engineering
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
Stock Return Classifier (Part I): Problem Statement & Technical Indicators
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
Deep Q-Network for Stock Trading (Part II): Data Engineering Pipeline
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
firmware
freertos
hyperparameter tuning
Stock Return Classifier (Part III): Baseline Models, ML Models & Hyperparameter Tuning
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
iot
kaggle
H-1B Visa Petitions Data Analysis using R (Part IV): Kaggle Open Data
This post is part of a series of blogs on exploration of H-1B visa petitions public dataset using R language.
H-1B Visa Petitions Data Analysis using R (Part III): Shiny Web App
This post is part of a series of blogs on exploration of H-1B visa petitions public dataset using R language.
H-1B Visa Petitions Data Analysis using R (Part II): Data Analysis
This post is part of a series of blogs on exploration of H-1B visa petitions public dataset using R language.
H-1B Visa Petitions Data Analysis using R (Part I): Data Wrangling
This post is part of a series of blogs on exploration of H-1B visa petitions public dataset using R language.
localization
Wi-Fi Fingerprint Indoor Localization (Part III): Classification and Cascade Prediction
In the previous post, we performed various transformations on the independent variables of the raw UJIIndoorLoc dataset to prepare it for the machine learning.
Wi-Fi Fingerprint Indoor Localization (Part II): Latitude-Longitude Regression
This post is part of a series of blogs on machine learning approaches for Wi-Fi fingerprinting based indoor localization.
Wi-Fi Fingerprint Indoor Localization (Part I): Predictor Pre-Processing
This post is part of a series of blogs on machine learning approaches for Wi-Fi fingerprinting based indoor localization.
machine learning
Stock Return Classifier (Part IV): Test Evaluation & Portfolio Backtesting
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
Stock Return Classifier (Part III): Baseline Models, ML Models & Hyperparameter Tuning
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
Stock Return Classifier (Part II): EDA, Feature Selection & Feature Engineering
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
Stock Return Classifier (Part I): Problem Statement & Technical Indicators
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
Deep Q-Network for Stock Trading (Part I): Problem Statement & RL Motivation
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
markov decision process
Deep Q-Network for Stock Trading (Part III): Learning Environment Design
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
neural networks
Deep Q-Network for Stock Trading (Part IV): DQN Architecture Deep Dive
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
portfolio evaluation
portfolio simulation
Stock Return Classifier (Part IV): Test Evaluation & Portfolio Backtesting
This post is part of a series on building a supervised ML pipeline to classify SPY daily returns.
portfolio strategies
reinforcement learning
Deep Q-Network for Stock Trading (Part III): Learning Environment Design
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
Deep Q-Network for Stock Trading (Part II): Data Engineering Pipeline
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
Deep Q-Network for Stock Trading (Part I): Problem Statement & RL Motivation
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
reward engineering
Deep Q-Network for Stock Trading (Part III): Learning Environment Design
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
risk parity
rtos
software architecture
Deep Q-Network for Stock Trading (Part V): Software Architecture & Results
This is the final post in a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
stm32
system design
Deep Q-Network for Stock Trading (Part V): Software Architecture & Results
This is the final post in a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
tensorflow
Deep Q-Network for Stock Trading (Part IV): DQN Architecture Deep Dive
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
trading environment
Deep Q-Network for Stock Trading (Part III): Learning Environment Design
This post is part of a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).
trading strategies
Deep Q-Network for Stock Trading (Part V): Software Architecture & Results
This is the final post in a series on building a Deep Q-Network (DQN) based trading system for SPY (S&P 500 ETF).