Andrey BabynininDataDrivenInvestorTesting trading strategy with ML and hammer candleThe article is around testing the predictable power of a well-known feature of technical analysis: hammer. Hammer at the end of the…Apr 4, 2021Apr 4, 2021
Andrey BabyninNFT: a closer look (March 5–11)I week ago I decided to start tracking all the hype around NFT. For this purpose, I start to weekly monitor the top 100 positions on…Mar 12, 2021Mar 12, 2021
Andrey BabyninLog-periodic power law singularity model and Tesla stockIn this article I try to explain the basics of LPPLS model using Excel and Tesla stock.Sep 7, 20201Sep 7, 20201
Andrey BabynininDataDrivenInvestorHierarchical Risk Parity in Portfolio ConstructionThis is a practical application of Marcos López de Prado articles (1 and 2) on portfolio optimization process. More specifically, I will…Feb 26, 20201Feb 26, 20201
Andrey BabyninReinforcement learning in Trading (part 2 - the last)In the previous post, I started to write about my trading RL experiment. Today I decided to complete the description of the trading…Feb 6, 20201Feb 6, 20201
Andrey BabynininTowards Data ScienceHerding Model in Financial MarketsThis article is devoted to the herding mechanism in stocks.Feb 1, 2020Feb 1, 2020
Andrey BabynininDataDrivenInvestorPortfolio optimization using particle swarm algorithmParticle swarm optimization is a kind of natural algorithms like genetic algorithms.Nov 26, 20191Nov 26, 20191
Andrey BabyninEconomic recession: how to count probabilitiesThis year I have come across several pieces of research and insights from investment firms and think-tank with estimates of recession…Nov 25, 2019Nov 25, 2019
Andrey BabyninReinforcement learning in trading (Part 1)This is a brief introduction on how to make a simple bot for trading.Aug 4, 20192Aug 4, 20192
Andrey BabynininTowards Data ScienceETF2Vec: My story about trying to extact narrative from ETF holdingsThe world is occupied by embeddings models. Word2vec, Image to vectors and much more. After recent news about extacting knowledge from…Jul 22, 2019Jul 22, 2019
