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Algorithmic Trading Strategies

SPY–VIX Market Regime Detection and Risk-Aware Trading with Deeptime

Jun 24, 2026

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20 min read

SPY–VIX Market Regime Detection and Risk-Aware Trading with Deeptime

A TICA-Based Deeptime Framework for Regime Detection, Risk Control, and Out-of-Sample Evaluation in Equity Markets

Ayrat Murtazin

Algorithmic Trading Strategies

10 Forecasting Techniques Used in Finance, Retail, and Manufacturing KPIs

Jun 17, 2026

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14 min read

10 Forecasting Techniques Used in Finance, Retail, and Manufacturing KPIs

Proven forecasting methods used to predict revenue, demand, inventory, and operational performance across industries

Ayrat Murtazin

Algorithmic Trading Strategies

Striking Backtesting Performance of the PLTR Elliott Wave Algo-Trading Strategy vs Buy&Hold

Jun 12, 2026

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7 min read

Striking Backtesting Performance of the PLTR Elliott Wave Algo-Trading Strategy vs Buy&Hold

Discover the dynamic fractal pattern of market action to identify the top profitable PLTR trading strategy that significantly outperforms the passive benchmark

Ayrat Murtazin

Algorithmic Trading Strategies

Top 5 Data Visualizations for Algorithmic Trading (With Python Code)

Jun 8, 2026

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9 min read

Top 5 Data Visualizations for Algorithmic Trading (With Python Code)

A Practical Guide to the Charts Every Quant Trader Should Know

Ayrat Murtazin

Algorithmic Trading Strategies

From SPY Underperformance to Macro Alpha Across Bonds, Commodities, and Crypto: A Bayesian-Optimized MAMA/FAMA Crossover Trading Strategy

Jun 4, 2026

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22 min read

From SPY Underperformance to Macro Alpha Across Bonds, Commodities, and Crypto: A Bayesian-Optimized MAMA/FAMA Crossover Trading Strategy

A Python-based exploration of the MESA Adaptive Moving Average (MAMA) as a macro regime detector across equities, bonds, commodities, and BTC-USD 🤖

Ayrat Murtazin

Algorithmic Trading Strategies

Backtesting Volume Adjusted Moving Average (VAMA) Trading Strategy: Bayesian Optimization & Granger Causality

May 30, 2026

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21 min read

Backtesting Volume Adjusted Moving Average (VAMA) Trading Strategy: Bayesian Optimization & Granger Causality

Tuning AAPL VAMA Crossovers with Bayesian Optimization & Granger Causality vs Buy&Hold

Ayrat Murtazin

Algorithmic Trading Strategies

The Quant Secret Weapon: Win Trades Like Clockwork With Markov Chains

May 28, 2026

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14 min read

The Quant Secret Weapon: Win Trades Like Clockwork With Markov Chains

From the Markov Property to Hidden Markov Models — Build the Regime Detection Framework Used by Quantitative Hedge Funds, Step by Step in Python

Ayrat Murtazin

Algorithmic Trading Strategies

Hybrid Machine Learning for Market Regime Detection Part 2: VTI, IWO, JNK, AGG & Volatility (VXX)

May 26, 2026

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22 min read

Hybrid Machine Learning for Market Regime Detection Part 2: VTI, IWO, JNK, AGG & Volatility (VXX)

Second-Stage Validation & Revision of Market Regime Detection via Machine Learning Clustering & Classification in Python

Ayrat Murtazin

Algorithmic Trading Strategies

SPX Implied Volatility Surface Modelling

May 21, 2026

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8 min read

SPX Implied Volatility Surface Modelling

From PCA Factor Decomposition to Monte Carlo Risk Simulation — with Event-Driven Jump Accommodation

Ayrat Murtazin

Archive

SPY–VIX Market Regime Detection and Risk-Aware Trading with Deeptime

10 Forecasting Techniques Used in Finance, Retail, and Manufacturing KPIs

Striking Backtesting Performance of the PLTR Elliott Wave Algo-Trading Strategy vs Buy&Hold

Top 5 Data Visualizations for Algorithmic Trading (With Python Code)

From SPY Underperformance to Macro Alpha Across Bonds, Commodities, and Crypto: A Bayesian-Optimized MAMA/FAMA Crossover Trading Strategy

Backtesting Volume Adjusted Moving Average (VAMA) Trading Strategy: Bayesian Optimization & Granger Causality

The Quant Secret Weapon: Win Trades Like Clockwork With Markov Chains

Hybrid Machine Learning for Market Regime Detection Part 2: VTI, IWO, JNK, AGG & Volatility (VXX)

SPX Implied Volatility Surface Modelling

AlgoEdge Insights