Forem

# quant

Posts

đź‘‹ Sign in for the ability to sort posts by relevant, latest, or top.
Filtering Market Noise: A Python Guide to Multi-Window SMA Strategies

Filtering Market Noise: A Python Guide to Multi-Window SMA Strategies

1
Comments
10 min read
Volatility Clustering with Merton-Hawkes Jump-Diffusion Simulations in Python

Volatility Clustering with Merton-Hawkes Jump-Diffusion Simulations in Python

1
Comments
11 min read
Forecasting Volatility with ARCH Models: Capturing Clusters in Python

Forecasting Volatility with ARCH Models: Capturing Clusters in Python

Comments
10 min read
Adaptive Local Linear Regression for Short-Term Trend Following in Growth Stocks

Adaptive Local Linear Regression for Short-Term Trend Following in Growth Stocks

Comments
10 min read
Hybrid ML Market Regime Detection in Python: SPY, IWM, HYG, LQD and VIX

Hybrid ML Market Regime Detection in Python: SPY, IWM, HYG, LQD and VIX

Comments
10 min read
Visualizing Expected Stock Price Movement with Python and Volatility Cones

Visualizing Expected Stock Price Movement with Python and Volatility Cones

1
Comments
9 min read
Simulating Volatility Clustering with Hawkes-Enhanced Jump Diffusion in Python

Simulating Volatility Clustering with Hawkes-Enhanced Jump Diffusion in Python

1
Comments
7 min read
Hybrid ML for Market Regime Detection: HMM + K-Means on SPY, IWM, HYG, LQD, VIX

Hybrid ML for Market Regime Detection: HMM + K-Means on SPY, IWM, HYG, LQD, VIX

1
Comments
10 min read
Adaptive Local Linear Regression for Short-Term Trend Following in Growth Stocks

Adaptive Local Linear Regression for Short-Term Trend Following in Growth Stocks

1
Comments
10 min read
Top 36 Moving Average Methods for Stock Prices in Python: Part 1

Top 36 Moving Average Methods for Stock Prices in Python: Part 1

1
Comments
10 min read
Adaptive Local Linear Regression for Short-Term Growth Stock Trend-Following in Python

Adaptive Local Linear Regression for Short-Term Growth Stock Trend-Following in Python

1
Comments
10 min read
Intraday Volatility Jump Mean-Reversion Trading Strategy for BTC-USD in Python

Intraday Volatility Jump Mean-Reversion Trading Strategy for BTC-USD in Python

1
Comments
8 min read
Backtrader vs VnPy vs Qlib: A Deep Comparison of Python Quant Backtesting Frameworks (2026)

Backtrader vs VnPy vs Qlib: A Deep Comparison of Python Quant Backtesting Frameworks (2026)

Comments
4 min read
Multi-Factor Strategies Aren't Exclusive to Big Firms: A Research Framework for Independent Quants
Cover image for Multi-Factor Strategies Aren't Exclusive to Big Firms: A Research Framework for Independent Quants

Multi-Factor Strategies Aren't Exclusive to Big Firms: A Research Framework for Independent Quants

Comments
12 min read
Hybrid Machine Learning for Market Regime Detection in Python: HMM + K-Means

Hybrid Machine Learning for Market Regime Detection in Python: HMM + K-Means

1
Comments
9 min read
đź‘‹ Sign in for the ability to sort posts by relevant, latest, or top.