OSTIRION

Today we revisit our very first post on the application of visual pattern recognition methods to stock market price predictions. This...

This is an interlude to our usual topics. This post will be one level inside quantitative model development, one level below using a...

Cumulative sum filtering is a signal sampling method presented in Marcos Lopez de Prado. 2018. Advances in Financial Machine Learning...

Now we have a tool that will flexibly obtain labels for our hypothetical trading positions, all of them inside a certain space of future...

We will continue adapting the methods presented in Marcos Lopez de Prado. 2018. Advances in Financial Machine Learning (1st. ed.). Wiley...

This post extends the code for our interpretation of the fractional differentiation calculation methods presented in Marcos Lopez de...

If there is momentum, take advantage of it. Our previous posts on fractional differentiation have surged in visits in the past weeks, so...

In our previous post regarding a flexible universe selection, we presented a more flexible universe selection model. The results we...

El precio de las criptomonedas ha despegado como un cohete lanzado a la luna contra los dólares y euros. Esta tendencia ha atraído la...

Now that we have this very flexible universe selection model, we can easily tamper with it and experiment with multiple strategies...

The team at Quantconnect has created some handy tools for their Lean engine; their QC500 universe selection model allows for selecting a...

Our last publication regarding pattern recognition using sectorial ETFs did not yield outstanding results. The dependencies among these...

In this publication, we will walk through the implementation of the idea of using the "historically best" moving average window value as...

Existe una multitud de publicaciones en la red (que es vasta e infinita) sobre le análisis de series temporales utilizando Python y sus...

Moving averages (abbreviated as MA usually) are venerable tools in the field of stock price technical analysis. The diagram that possibly...

Cryptocurrencies have soared in price relative to the US Dollar and Euro in the past few weeks drawing additional attention from general...

Los orígenes de Ostirion reposan sobre pilares de análisis fundamental. Nuestros (modestos) éxitos pasados llegaron en forma de análisis...

Pairs trading is the dean, the eldest and better known of modern quantitative trading models. It is the pinnacle of statistical arbitrage...

In our december publications we went over the development of an automated system that could determine which values (factors) had the...

From the traditional investor's point of view 2020 has been a wild ride. Any passive or buy and hold strategy went through...