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Algorithmic Trading Strategies

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

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

Univariate Time Series Forecasting with MOGPTK

Univariate Time Series Forecasting with MOGPTK

Uncertainty Estimation in Multi-Output Gaussian Processes (MOGP) with Variational Inference

Apr 20, 2026

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6 min read

Optimizing ORCL Return-to-Drawdown Performance via Classic and Modified Kaufman’s Adaptive Moving Average (KAMA) in Python

Optimizing ORCL Return-to-Drawdown Performance via Classic and Modified Kaufman’s Adaptive Moving Average (KAMA) in Python

Algo-Trading Profitability Analysis via Backtesting & Full-Scale Parameter Optimization without Look Ahead Bias & Overfitting

LockSimple

Apr 19, 2026

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23 min read

Minimizing False Signals from MA Crossovers with Causal Wiener Deconvolution & Walk-Forward Optimization (WFO) of Instant Returns

Minimizing False Signals from MA Crossovers with Causal Wiener Deconvolution & Walk-Forward Optimization (WFO) of Instant Returns

How Streaming Digital Signal Processing (DSP) & WFO Enhance Profitability of Algorithmic Trading in Python — AAPL Use-Case

LockSimple

Apr 18, 2026

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15 min read

Using Causal 1D Mellin Transform for Market Regime Detection and Scale-Invariant Volatility Analysis in Python

Using Causal 1D Mellin Transform for Market Regime Detection and Scale-Invariant Volatility Analysis in Python

Handling Multiplicative Noise in Financial Time Series: 5-Year PLTR Daily Returns

LockSimple

Apr 14, 2026

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16 min read

Beginner-Friendly Python-Based SMA Backtesting & Parameter Tuning for Long-Term Investing in PLTR

Beginner-Friendly Python-Based SMA Backtesting & Parameter Tuning for Long-Term Investing in PLTR

Simple Data-Driven Technical Analysis of Palantir (PLTR) for Growth-Focused, AI-Centered Investing 🤖

Apr 12, 2026

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24 min read

The Unexpected Profitability of Adaptive Local Linear Regression in Short-Term Trend-Following Strategies of Growth Stocks

The Unexpected Profitability of Adaptive Local Linear Regression in Short-Term Trend-Following Strategies of Growth Stocks

Discovering Profitable Algorithmic Trading Strategies in Python Using Bias-Free Expanding-Window Linear Regression: Backtesting and Out-of-Sample (OOS) Evaluation of Palantir (PLTR) Risk-Adjusted Returns

LockSimple

Apr 11, 2026

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20 min read

Hybrid Machine Learning for Market Regime Detection: SPY, IWM, HYG, LQD & Volatility (VIX)

Hybrid Machine Learning for Market Regime Detection: SPY, IWM, HYG, LQD & Volatility (VIX)

Integrating data wrangling, unsupervised/supervised learning, and interpretability into a unified market regime detection framework in Python 🤖📊

Apr 10, 2026

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45 min read

Intraday Volatility Jump Mean-Reversion (JMR) Trading Strategy for BTC-USD in Python

Intraday Volatility Jump Mean-Reversion (JMR) Trading Strategy for BTC-USD in Python

Bias-Free Profitability of Volatility Jumps with Overnight Gaps Using 1-Minute OHLC Candle Data from Bitstamp

LockSimple

Apr 8, 2026

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13 min read

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