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Oliver Buchannon
Ayrat Murtazin
How a Three-Agent AI System Debates Every Trade — and Only Pulls the Trigger When They All Agree

How a Three-Agent AI System Debates Every Trade — and Only Pulls the Trigger When They All Agree

How Three AI Agents Debate Trades for Smarter Profits — Full Python Code and Backtest Results

Aug 8, 2026

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14 min read

Risk-Aware Hammer + RSI Mean-Reversion Trading Strategy: Grid-Search Backtesting and Walk-Forward Optimization on TSLA

Risk-Aware Hammer + RSI Mean-Reversion Trading Strategy: Grid-Search Backtesting and Walk-Forward Optimization on TSLA

Building a Confidence-Scored Hammer Candlestick Mean-Reversion Trading System with RSI Filtering, Hyperparameter Optimization, and Walk-Forward Testing in Python.

Jul 24, 2026

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21 min read

Looking for Market Twins: How MASS Finds Similar Trading Patterns Beyond Technical Indicators

Looking for Market Twins: How MASS Finds Similar Trading Patterns Beyond Technical Indicators

Technical Analysis Revisited: Using Mueen’s Algorithm for Similarity Search to Discover Recurring Structures Hidden in Financial Time Series 🤖

Jul 12, 2026

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21 min read

VIX Volatility Spikes and Regime Breaks: Top 15 Anomaly Detection Algorithms for Quant Trading

VIX Volatility Spikes and Regime Breaks: Top 15 Anomaly Detection Algorithms for Quant Trading

Explore Daily Time Series for CBOE Volatility Index with Popular Anomaly Detection Techniques and Awesome Visualizations of Volatility Signals

Jul 6, 2026

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24 min read

My Humble Journey into AutoML with Python for Quantitative Finance — Part 1: LazyPredict

My Humble Journey into AutoML with Python for Quantitative Finance — Part 1: LazyPredict

Benchmarking Machine Learning Models in Quantitative Finance Using LazyPredict: Credit Risk, Fraud Detection, Customer Analytics, Market Prediction, and AAPL Trading Strategy.

Jul 3, 2026

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21 min read

I built a research terminal for systematic traders.

I built a research terminal for systematic traders.

Here's every tool inside it.

Jun 29, 2026

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9 min read

Building a Statistical Arbitrage Strategy from Scratch in Python

Building a Statistical Arbitrage Strategy from Scratch in Python

A Step-by-Step Guide to Signal Generation, PnL Calculation, and Visualization using Pandas

Jun 26, 2026

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25 min read

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

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

Jun 24, 2026

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20 min read

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

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

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

Jun 17, 2026

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14 min read

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

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

LockSimple

Jun 12, 2026

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7 min read

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

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

A Practical Guide to the Charts Every Quant Trader Should Know

Jun 8, 2026

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9 min read

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

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 🤖

LockSimple

Jun 4, 2026

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22 min read

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

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

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

May 30, 2026

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21 min read

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

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

LockSimple

May 28, 2026

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14 min read

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

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

LockSimple

May 26, 2026

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22 min read

SPX Implied Volatility Surface Modelling

SPX Implied Volatility Surface Modelling

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

May 21, 2026

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8 min read

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

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

LockSimple

May 17, 2026

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12 min read

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

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

May 13, 2026

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23 min read

Backtesting Moving Averages Across Multiple Asset Classes

Backtesting Moving Averages Across Multiple Asset Classes

Python-Based EMA Backtesting Across Asset Classes: Out-of-Sample Performance, Volatility, and Drawdowns

LockSimple

May 10, 2026

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21 min read

Value Investing in AI: The Use of Piotroski F-Score to Separate Winners from Losers

Value Investing in AI: The Use of Piotroski F-Score to Separate Winners from Losers

Calculating the accounting-based Piotroski F-Score of 11 selected stocks to identify undervalued assets with strong fundamentals

May 1, 2026

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5 min read

Sharpe & Risk Parity Mean Ulcer Index (UI) Portfolio Optimization & Backtesting of Top 10 Growth Tech Stocks in Python

Sharpe & Risk Parity Mean Ulcer Index (UI) Portfolio Optimization & Backtesting of Top 10 Growth Tech Stocks in Python

How Advanced Portfolio Optimization (PO) Addresses Risk Management & Improves Profitability of Multi-Asset Portfolios vs S&P 500 Benchmark

LockSimple

Apr 29, 2026

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15 min read

Navigating the Financial Maze in an Era of Volatility. Track These 60+ Fundamental Measures in Python

Navigating the Financial Maze in an Era of Volatility. Track These 60+ Fundamental Measures in Python

Financial Health Metrics & KPIs Every Quant Should Know (with Simple Code Examples & Plots in Python !)

LockSimple

Apr 26, 2026

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24 min read

The SMC Edge with EODHD — Why Swings Win Over FVG

The SMC Edge with EODHD — Why Swings Win Over FVG

Backtesting Smart Money Concepts (SMC) Algo-Trading Strategies with EODHD Data for AAPL.US 2025

LockSimple

Apr 25, 2026

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8 min read

Backtesting without Lookahead Bias — 1. SMA Crossovers

Backtesting without Lookahead Bias — 1. SMA Crossovers

Use-Case Examples of Bias-Free Simple Moving Average (SMA) Crossover Trading Strategies in Python

Apr 22, 2026

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12 min read

Seeing Profits from Every Angle: Top 10 Python Radar Charts in Finance You Haven’t Tried Yet

Seeing Profits from Every Angle: Top 10 Python Radar Charts in Finance You Haven’t Tried Yet

Showcasing the Great Business Value of Multivariate Financial Data Visualization using Radar Charts in Python (with Go-To Code Samples)

LockSimple

Apr 21, 2026

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22 min read

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