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Natural Resources as Stock Market Trouble Alarm
Stock markets shocks are notoriously difficult to predict. In general, periods of high volatility can lead to both large market gains and...

H-Barrio
Jul 27, 2021
165 views
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Storing Map Tiles for Offline Use: HTML to JPG in Jupyter Notebooks
To finish exploring the possible uses for geographic source data for the obtention of intelligence (covered in this post and this post),...

H-Barrio
Jun 15, 2021
1,981 views
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Mapping GEO Data with Folium
Map generation from geographic data.

H-Barrio
Jun 8, 2021
2,917 views
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Primary Data Sources: Geographical Data from WFS
Data is the new oil. Data is the new gold. The mithril of Moria. These phrases are used to emphasize the value of data in the current...

H-Barrio
Jun 1, 2021
194 views
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Correlation Index at the Top of the SPY
SPY correlation index for the recent past. Can stock movements be predicted by the returns correlation of the most capitalized companies?

H-Barrio
May 4, 2021
92 views
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Interlude: Automated UML Model with Python
This is an interlude to our usual topics. This post will be one level inside quantitative model development, one level below using a...

H-Barrio
Apr 13, 2021
261 views
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CUSUM Event Identification: Not Just for Sampling
Cumulative sum filtering is a signal sampling method presented in Marcos Lopez de Prado. 2018. Advances in Financial Machine Learning...

H-Barrio
Apr 6, 2021
2,337 views
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Entropy Based Label Selection
Now we have a tool that will flexibly obtain labels for our hypothetical trading positions, all of them inside a certain space of future...

H-Barrio
Mar 30, 2021
123 views
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DataFrame-Ready Implementation for Triple Barrier Labels
We will continue adapting the methods presented in Marcos Lopez de Prado. 2018. Advances in Financial Machine Learning (1st. ed.). Wiley...

H-Barrio
Mar 23, 2021
1,838 views
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Stock Price Fractional Differentiation: Best Fraction Finder
This post extends the code for our interpretation of the fractional differentiation calculation methods presented in Marcos Lopez de...

H-Barrio
Mar 16, 2021
922 views
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A DataFrame-Ready Implementation for Standard Fractional Differentiation
If there is momentum, take advantage of it. Our previous posts on fractional differentiation have surged in visits in the past weeks, so...

H-Barrio
Mar 9, 2021
291 views
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Tampering with Universes: Correction and Improvement
In our previous post regarding a flexible universe selection, we presented a more flexible universe selection model. The results we...

H-Barrio
Mar 8, 2021
36 views
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Tampering with the Universes
Now that we have this very flexible universe selection model, we can easily tamper with it and experiment with multiple strategies...

H-Barrio
Mar 2, 2021
47 views
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A Flexible Universe Selection Model
The team at Quantconnect has created some handy tools for their Lean engine; their QC500 universe selection model allows for selecting a...

H-Barrio
Feb 23, 2021
207 views
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Pattern Recognition in Sector ETFs: Industry Return Predictability - Machine Learning Approach
Our last publication regarding pattern recognition using sectorial ETFs did not yield outstanding results. The dependencies among these...

H-Barrio
Feb 16, 2021
55 views
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Moving Averages as Resistances and Supports
In this publication, we will walk through the implementation of the idea of using the "historically best" moving average window value as...

H-Barrio
Feb 9, 2021
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Performance of Moving Average as Price Supports
Moving averages (abbreviated as MA usually) are venerable tools in the field of stock price technical analysis. The diagram that possibly...

H-Barrio
Feb 2, 2021
51 views
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Robust Feedback Control for Bitcoin Holdings
Cryptocurrencies have soared in price relative to the US Dollar and Euro in the past few weeks drawing additional attention from general...

H-Barrio
Jan 26, 2021
52 views
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Why Pairs Trading Might Not Work: Rolling Cointegration Tests
Pairs trading is the dean, the eldest and better known of modern quantitative trading models. It is the pinnacle of statistical arbitrage...

H-Barrio
Jan 19, 2021
1,102 views
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Pattern Recognition in Sectorial ETFs: (Highly) Automated Model
In our december publications we went over the development of an automated system that could determine which values (factors) had the...

H-Barrio
Jan 12, 2021
70 views
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