Estimating Bitcoin's Volatility using a GARCH Model
September 23, 2024
Learn how to estimate and forecast Bitcoin volatility using GARCH models in Python with Binance data.
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Bitcoin Volatility Estimation with EWMA in Python
September 20, 2024
Learn how to estimate Bitcoin's realized volatility using the EWMA method in Python with Binance data.
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How to Fetch and Store Binance Data Efficiently Using HDF5 in Python
August 18, 2024
Learn how to fetch Binance candlestick data and store it efficiently using HDF5 in Python. Discover the Binance API and how to keep your data process scalable.
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Leveraging Options Data for Stock Sentiment Analysis
July 14, 2024
Learn how Open Interest, Put/Call Ratio, and the Sizzle Index can enhance your understanding of market sentiment and stock trends
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An Introduction to Pair Trading and Market Neutral Strategies
June 22, 2024
This post is the first of a serie about pair trading and market neutral strategies ...
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A closed-form filter for binary time series
July 9, 2023
The aim of this project is to study and benchmark the performance of the "Optimal Particle Filter" introduced by Fanaso and al. in 2021, with the well-known Bootstrap Filter algorithm.
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