Quantified Trader

Econometrics

Cryptocurrency Trading

How to Maximize Profits in Cryptocurrency Trading Using Seasonality

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Cryptocurrencies have revolutionized the financial landscape, presenting both opportunities and challenges for traders. Seasonality, a recurring pattern in asset prices, holds the key to unlocking potential market trends. By analyzing historical price patterns at specific times of the year, traders can make informed decisions to maximize profits in Cryptocurrency Trading This article explores the concept …

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Stock Market Prediction using FB Prophet

How to quickly Build a Stock Market Prediction App Using FB Prophet

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In this article, we will walk through the functioning of a stock prediction app that utilizes Facebook’s Prophet library. The app allows users to select a stock and predict its future prices using historical data. We will provide a step-by-step guide on how the code works, and we will also explore an improved and optimized …

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CAPM Model and Linear Regression

How to Estimate Beta in CAPM Model Using Linear Regression

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In this comprehensive guide, we will explore the process of estimating beta using linear regression in the Capital Asset Pricing Model (CAPM). We will cover the definition and types of beta, the role of linear regression, and provide a step-by-step code implementation. Additionally, we will discuss the parameters involved, demonstrate significance testing, and explain the …

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Time Series

A Comprehensive Guide for Understanding Stationary and Non-Stationary Time Series

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In the realm of time series analysis, understanding the concepts of stationary and non-stationary time series is of paramount importance. These concepts form the foundation for analyzing and modeling time-dependent data in various fields, including finance, economics, and beyond. In this comprehensive guide, we will delve deep into the world of stationary and non-stationary time …

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Noise in Time Series

Understanding Different Types of Noise in Time Series Data

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In the realm of time series analysis, noise plays a significant role in shaping the characteristics of data. Noise refers to random fluctuations or variations that obscure the underlying patterns or trends in a time series. Understanding different types of noise is crucial for effectively analyzing and modeling time series data. Time series data is …

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