Archive

All of our previous posts

Algorithmic Trading Strategies

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

Jun 12, 2026

•

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

•

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

•

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

•

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

•

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

•

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

•

8 min read

SPX Implied Volatility Surface Modelling

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

Ayrat Murtazin

Algorithmic Trading Strategies

The Zero Lag DWT Crossover Strategy that Outperforms SMA, EMA & Buy-Hold

May 17, 2026

•

12 min read

The Zero Lag DWT Crossover Strategy that Outperforms SMA, EMA & Buy-Hold

An AAPL Use-Case Example & Python Code of using Backtesting.py to Compare Expected Profits/Risks of DWT, SMA & EMA Crossover Strategies vs Buy-Hold Benchmark

Ayrat Murtazin

Algorithmic Trading Strategies

How Deep Reinforcement Learning (RL) Pushed My Limits: Games, Setbacks, and Q‐Learning in Finance

May 13, 2026

•

23 min read

How Deep Reinforcement Learning (RL) Pushed My Limits: Games, Setbacks, and Q‐Learning in Finance

From button mashing in games to exploring financial markets with Python RL, one mistake at a time

Ayrat Murtazin

Archive

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

The Zero Lag DWT Crossover Strategy that Outperforms SMA, EMA & Buy-Hold

How Deep Reinforcement Learning (RL) Pushed My Limits: Games, Setbacks, and Q‐Learning in Finance

AlgoEdge Insights