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Momentum-Based Long–Short Trading Strategy

Building, backtesting, and statistically validating a portfolio that buys top-performing stocks and shorts underperformers using historical return momentum.
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Building a Financial Pattern Recognition Engine
separating true market signals from noise using Density-Based and Probabilistic Machine Learning models.
 • Onepagecode
Python and Algorithmic Trading
Algorithmic trading has reshaped the financial markets by replacing the labor-intensive, human-driven trading floors with highly efficient, automated…
 • Onepagecode
Optimizing Trading Strategies with Bayesian Optimization
Optimizing the parameters of a quantitative trading strategy is a critical step in enhancing its performance and robustness.
 • Onepagecode
Automated Algo Trading Bot
A Complete System for Backtesting and Executing BB Squeeze Breakouts with AI-Driven Optimization.
 • Onepagecode
Mastering Pairs Trading: A Complete Guide to Cointegration, Spreads, and Mean Reversion
From stationarity and integration order to hedge ratios, z-scores, rolling windows, and out-of-sample validation for real-world statistical arbitrage
 • Onepagecode
Borrow Low, Lend High - EP8/365
A Backtested FX Carry Trade Strategy Across Emerging Market Currencies
 • Onepagecode
Algorithmic Trading Frameworks: Implementing Quantile-Based Signal Logic EP8/365
Building a high-conviction long-short framework that scales across 200+ U.S. equities.
 • Onepagecode
Advanced Algorithms for Algo Trading in Python
Implementing Kalman Regression, Causality Testing, and Piecewise Linear Approximation
 • Onepagecode
Quant Trading Strategies: Exploiting Mean Reversion in Gold Miner ETFs EP7/365
From Parameter Optimization to Factor Correlation: Evaluating Statistical Arbitrage Performance Against Fama-French Benchmarks.
 • Onepagecode
Building a Statistical Arbitrage Strategy from Scratch in Python
A Step-by-Step Guide to Signal Generation, PnL Calculation, and Visualization using Pandas
 • Onepagecode
Building Algorithmic Trading Strategies from First Principles EP:5/365
From Fama–French Factor Models to Momentum and Mean-Reversion Signals in Python
 • Onepagecode
Developer’s Guide to Bond Pricing Ep 4/365
Understanding Time Value of Money, Duration, and Convexity through Python.
 • Onepagecode
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