@ayratmurtazin
I publish free Python trading notebooks every week. Grab my free starter pack of 3 ready-to-run strategies here → https://shorturl.at/WVdNF
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Apr 28 · 11 min read · Mean reversion is one of the oldest and most empirically grounded ideas in quantitative finance: prices that deviate significantly from their historical average tend to snap back. When combined with a rigorous backtesting framework, this intuition be...
Join discussionApr 28 · 12 min read · Statistical arbitrage sits at the intersection of statistics, signal processing, and market microstructure. Rather than predicting the future outright, it identifies systematic deviations from an estimated fair value and exploits the mean-reversion o...
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Apr 27 · 11 min read · Most moving averages suffer from a fundamental tradeoff: a short window reacts quickly to price changes but produces noisy signals, while a long window is smooth but lags behind the market. The Fractal Adaptive Moving Average (FRAMA) resolves this by...
Join discussionApr 19 · 12 min read · Most retail traders lose edge not because their strategy is wrong, but because their entry and exit timing is imprecise. The K-Reversal Indicator addresses this directly — it is a momentum oscillator designed to identify when price sentiment has shif...
Join discussionApr 19 · 11 min read · Most market indicators tell you what price is doing — momentum, overbought, oversold. The Hurst exponent tells you something deeper: how price is behaving structurally. Is it trending persistently, reverting to a mean, or wandering randomly? That dis...
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