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Ayrat Murtazin

I publish free Python trading notebooks every week. Grab my free starter pack of 3 ready-to-run strategies here → https://shorturl.at/WVdNF

Backtesting a Mean Reversion Strategy in Python with Lumibot

Backtesting a Mean Reversion Strategy in Python with Lumibot

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9 min read
Building a Statistical Arbitrage Strategy from Scratch in Python

Building a Statistical Arbitrage Strategy from Scratch in Python

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11 min read
Fractal Adaptive Moving Average (FRAMA) for Stock Prices in Python

Fractal Adaptive Moving Average (FRAMA) for Stock Prices in Python

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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

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9 min read
Forecasting Volatility with ARCH Models: Capturing Clusters in Python

Forecasting Volatility with ARCH Models: Capturing Clusters in Python

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10 min read
Top Moving Average Methods for Stock Prices in Python: Part 3

Top Moving Average Methods for Stock Prices in Python: Part 3

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10 min read
Top 36 Moving Averages in Python: Jurik, McGinley, Ichimoku and More

Top 36 Moving Averages in Python: Jurik, McGinley, Ichimoku and More

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10 min read
Predicting Market Crashes With Topological Data Analysis in Python

Predicting Market Crashes With Topological Data Analysis in Python

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10 min read
Does the Stock Market Still Overreact? A Python Contrarian Strategy

Does the Stock Market Still Overreact? A Python Contrarian Strategy

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10 min read
Algorithmically Identifying Stock Price Support and Resistance in Python

Algorithmically Identifying Stock Price Support and Resistance in Python

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10 min read
Dynamic Risk Management Using Rolling Stock Price Metrics in Python

Dynamic Risk Management Using Rolling Stock Price Metrics in Python

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9 min read
Dynamic Risk Management in Python: 8 Rolling Performance Metrics

Dynamic Risk Management in Python: 8 Rolling Performance Metrics

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11 min read
Modelling Extreme Stock Market Events With Copulas in Python

Modelling Extreme Stock Market Events With Copulas in Python

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9 min read
Riding Stock Price Waves with Wavelet Transform Signals in Python

Riding Stock Price Waves with Wavelet Transform Signals in Python

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10 min read
Polymarket Quant Strategies: 6 Python Formulas for Prediction Market Edge

Polymarket Quant Strategies: 6 Python Formulas for Prediction Market Edge

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11 min read
Polymarket Edge: Implementing the LMSR Pricing Engine in Python

Polymarket Edge: Implementing the LMSR Pricing Engine in Python

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10 min read
Black-Scholes on Polymarket: Finding Mispriced Binary Events with Python

Black-Scholes on Polymarket: Finding Mispriced Binary Events with Python

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10 min read
Risk Parity Portfolio Construction in Python: The $150B Hedge Fund Method

Risk Parity Portfolio Construction in Python: The $150B Hedge Fund Method

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9 min read
Plotting Smarter Stock Entries and Exits with K-Reversal in Python

Plotting Smarter Stock Entries and Exits with K-Reversal in Python

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10 min read
Charting Market Rhythms: The Rolling Hurst Exponent in Python

Charting Market Rhythms: The Rolling Hurst Exponent in Python

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9 min read
Monte Carlo Stock Price Simulation with Historical and Implied Volatility in Python

Monte Carlo Stock Price Simulation with Historical and Implied Volatility in Python

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

Visualizing Expected Stock Price Movement with Python and Volatility Multipliers

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10 min read
Analyzing Rolling Z-Scores in Stock Trading with Python

Analyzing Rolling Z-Scores in Stock Trading with Python

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10 min read
Why the 50-Day WMA Dominates: A Quantitative Risk-Return Analysis in Python

Why the 50-Day WMA Dominates: A Quantitative Risk-Return Analysis in Python

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10 min read
Laplace Trend Strength Strategy: Backtesting and Out-of-Sample Tests in Python

Laplace Trend Strength Strategy: Backtesting and Out-of-Sample Tests in Python

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

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

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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

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10 min read
Hybrid ML for Market Regime Detection: HMM, K-Means, PCA in Python

Hybrid ML for Market Regime Detection: HMM, K-Means, PCA in Python

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11 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

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10 min read
Python SMA Backtesting and Parameter Tuning for PLTR Long-Term Investing

Python SMA Backtesting and Parameter Tuning for PLTR Long-Term Investing

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10 min read
Stock Recommendation System Using Anthropic MCP and Python

Stock Recommendation System Using Anthropic MCP and Python

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

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

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

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

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11 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

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10 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

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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

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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

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10 min read
Forecasting Volatility with ARCH Models: Capturing Clusters in Python

Forecasting Volatility with ARCH Models: Capturing Clusters in Python

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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

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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

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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

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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

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8 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

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

Visualizing Expected Stock Price Movement with Python and Volatility Cones

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9 min read
How to Use Multiple Moving Averages to Filter Market Noise in Python

How to Use Multiple Moving Averages to Filter Market Noise in Python

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5 min read
I Compared 5 Moving Average Windows on 10 Years of S&P 500 Data

I Compared 5 Moving Average Windows on 10 Years of S&P 500 Data

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5 min read
Simulating Volatility Clustering with Hawkes-Enhanced Jump Diffusion in Python

Simulating Volatility Clustering with Hawkes-Enhanced Jump Diffusion in Python

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7 min read
Monte Carlo Simulation for Stock Price Forecasting: Historical vs Implied Volatility in Python

Monte Carlo Simulation for Stock Price Forecasting: Historical vs Implied Volatility in Python

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