Ayrat Murtazin (@ayratmurtazin)

Backtesting Trading Indicators with Lumibot: A Mean Reversion Strategy

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...

Apr 28 · 11 min readalgoedge-insights.hashnode.dev

Building a Statistical Arbitrage Strategy from Scratch in Python

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...

Apr 28 · 12 min readalgoedge-insights.hashnode.dev

Top 36 Moving Average Methods For Stock Prices in Python [2/4]

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...

Apr 27 · 11 min readalgoedge-insights.hashnode.dev

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

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...

Apr 19 · 12 min readalgoedge-insights.hashnode.dev

Charting Market Rhythms: The Rolling Hurst Exponent in Python

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...

Apr 19 · 11 min readalgoedge-insights.hashnode.dev

Ayrat Murtazin

About

Available for

Ayrat Murtazin's blogs

Backtesting Trading Indicators with Lumibot: A Mean Reversion Strategy

Building a Statistical Arbitrage Strategy from Scratch in Python

Top 36 Moving Average Methods For Stock Prices in Python [2/4]

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

Charting Market Rhythms: The Rolling Hurst Exponent in Python

Ayrat Murtazin

About

Available for

Ayrat Murtazin's blogs

Backtesting Trading Indicators with Lumibot: A Mean Reversion Strategy

Building a Statistical Arbitrage Strategy from Scratch in Python

Top 36 Moving Average Methods For Stock Prices in Python [2/4]

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

Charting Market Rhythms: The Rolling Hurst Exponent in Python

Ayrat Murtazin

About

Available for

Ayrat Murtazin's blogs

Backtesting Trading Indicators with Lumibot: A Mean Reversion Strategy

Building a Statistical Arbitrage Strategy from Scratch in Python

Top 36 Moving Average Methods For Stock Prices in Python [2/4]

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

Charting Market Rhythms: The Rolling Hurst Exponent in Python

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Ayrat Murtazin

About

Available for

Ayrat Murtazin's blogs

Backtesting Trading Indicators with Lumibot: A Mean Reversion Strategy

Building a Statistical Arbitrage Strategy from Scratch in Python

Top 36 Moving Average Methods For Stock Prices in Python [2/4]

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

Charting Market Rhythms: The Rolling Hurst Exponent in Python