Alex Zap

@alexzap
113 Followers
427 Following
278 Posts
Data Consultant, passionate about data science, technical writing and online training.
DigHiScihttps://newdigitals.org/
AIArtificial Intelligence
MLMachine learning
PythonMLaaS AIOps use cases

#python #algorithm #technology #risk #volatility #investing #finance
#fintech
#energy #banking #renewable
#defense
Beyond the Headlines: How These Four Sectors Are Holding Strong Amid Market Volatility

An in-depth quantitative financial analysis of oil and gas, big banks, defense, and renewables during geopolitical shocks: cycles, strength, and nuance

#exploremore πŸ‘‡

https://medium.com/@alexzap922/beyond-the-headlines-how-these-four-sectors-are-holding-strong-amid-market-volatility-23348447e11e?sk=fb3b717ed491882d803545eeb4699dcb

#python #algorithmictrading #technology #fintech #finance
#risk #btc #gold
#stockmarket
Backtesting Moving Averages Across Multiple Asset Classes β€” Part 3: EMA

Python-Based EMA Backtesting Across Asset Classes: Out-of-Sample Performance, Volatility, and Drawdowns

#exploremore πŸ‘‡

https://medium.com/@alexzap922/backtesting-moving-averages-across-multiple-asset-classes-part-3-ema-d73cdaf52d9b?sk=a42a43edcbcda4aea7019bc5056ee697

#python #technology #algorithmictrading #code #programming
#datascience #simulation #statistics #stochastic
#volatility #trading #realtime
#stockmarket
Volatility Clustering in an Intraday Multi-Asset Universe Using Merton–Hawkes Jump-Diffusion Simulations in Python

Combining return bootstrapping with self-exciting jump dynamics across stocks, ETFs, indices, and BTC for market microstructure analysis and Monte Carlo scenario testing

#exploremore πŸ‘‡

https://medium.com/@alexzap922/volatility-clustering-in-an-intraday-multi-asset-universe-using-merton-hawkes-jump-diffusion-475926069191?sk=076aec351e9c1f950ff950f36d52ff6c

#python #machinelearning #technology #finance #riskmanagement #stockmarket
#volatility #investing #algorithmictrading

πŸ‘‰ Hybrid Machine Learning for Market Regime Detection Part 1: SPY, IWM, HYG, LQD & Volatility (VIX) πŸ“ˆ πŸ€–

Integrating data wrangling, unsupervised/supervised learning, and interpretability into a unified market regime detection framework in Python

#exploremore πŸ‘‡

https://medium.com/@alexzap922/hybrid-machine-learning-for-market-regime-detection-part-1-spy-iwm-hyg-lqd-volatility-vix-d61a9d3fd96d?sk=4a3123909aab0b4c3d749376c8cb9260

#python #technology #finance
#riskmanagement #investing
#automation #optimization #statistics #algorithmictrading
πŸ‘‰ Azapy: A Feature-Rich Python Toolkit for Multi-Risk Portfolio Optimization & Flexible Asset Management πŸ€– πŸ“ˆ 🐍

Explore 10 Risk Measures Γ— 6 Strategies = 60 Ways to Optimize Your Regime-Robust Portfolios in Pythonic Asset Management πŸ’°

#exploremore πŸ‘‡

https://medium.com/insiderfinance/azapy-a-feature-rich-python-toolkit-for-multi-risk-portfolio-optimization-flexible-asset-9e390106da40?sk=a576f6f67457592c21f146da446f8b22

#python #machinelearning #ai
#technology #programming
#automation
#algorithmictrading #investing
#riskmanagement #profit

The Unexpected Profitability of Adaptive Local Linear Regression in Short-Term Trend-Following Strategies of Growth Stocks

Bias-Free Expanding-Window Linear Regression: Backtesting and Out-of-Sample (OOS) Palantir (PLTR) Risk-Adjusted Returns

#exploremore πŸ“ˆ
If you don’t have a Medium membership, you can check it out for free right here: πŸ‘‡
https://medium.com/@alexzap922/the-unexpected-profitability-of-adaptive-local-linear-regression-in-short-term-trend-following-8f5643b3df96?sk=819d5176d1b06c00ce9e48704667a9be

#python #programming #technology #automation #stock #palantir #backtesting #risk #volatility #machinelearning #ai
#datascience
A Polynomial Regression–Based Trend-Following Strategy vs Market: Backtesting and Out-of-Sample Results
πŸ’° πŸ“ˆ 🧠 πŸ€– 🐍
Discovering Profitable Algorithmic Trading Strategies in Python with Polynomial Regression β€” A PLTR Use Case

#exploremore πŸ‘‡
https://medium.com/@alexzap922/a-polynomial-regression-based-trend-following-strategy-vs-market-backtesting-and-out-of-sample-e5720c052ee9?sk=9520ef5ad9cde1e1c520cc47ce9765e5

#python #algorithm #investing
#growth #palantir #backtesting
#technology #optimization #noise #filtering #risk
#volatility #ROI

Evaluating a Laplace Trend Strength Strategy Using Backtesting and Out-of-Sample Tests: Evidence from PLTR 🧠 πŸ’°

Noise-Resilient Algorithmic Trading Using a Laplace Trend Filter in Python (with Tested Codes)

#exploremore πŸ‘‡ πŸ“ˆ

https://medium.com/@alexzap922/evaluating-a-laplace-trend-strength-strategy-using-backtesting-and-out-of-sample-tests-evidence-6819cdeae06f?sk=b0c1355dd131f0d0078c8044db484b73

Evaluating a Laplace Trend Strength Strategy Using Backtesting and Out-of-Sample Tests: Evidence…

Noise-Resilient Algorithmic Trading Using a Laplace Trend Filter in Python (with Tested Codes)

Medium

#python #datascience #technology #analytics #data #online #webscraping #legal #ethics #AI #automation #bot #google #API #profit #risk

Ethical Web Scraping with Python: Doing It Right with Dollar Value in Mind πŸ“ˆ πŸ“ 🧠 πŸ’°

Discover the great commercial potential of ethical web scraping and see how it translates into real revenue, all while keeping legal and ethical considerations in mind

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https://medium.com/@alexzap922/ethical-web-scraping-with-python-doing-it-right-with-dollar-value-in-mind-1657b5235652?sk=927b50df35997205063cfe8725de7a9e