Articles — page 2

Statistics

Bitcoin Volatility Estimation with the Parkinson Estimator in Python

Learn how to estimate Bitcoin's volatility using the Parkinson estimator in Python with Binance data. Includes theory, implementation, and comparisons to classic volatility measures.

Sep 27, 2024·17 min read

Statistics

Estimating Bitcoin's Volatility using a GARCH Model

Learn how to estimate and forecast Bitcoin volatility using GARCH models in Python with Binance data.

Sep 23, 2024·22 min read

Statistics

Bitcoin Volatility Estimation with EWMA in Python

Learn how to estimate Bitcoin's realized volatility using the EWMA method in Python with Binance data.

Sep 20, 2024·10 min read

Quantitative Finance

How to Fetch and Store Binance Data Efficiently Using HDF5 in Python

Learn how to fetch Binance candlestick data and store it efficiently using HDF5 in Python. Discover the Binance API and how to keep your data process...

Aug 18, 2024·5 min read

Quantitative Finance

Leveraging Options Data for Stock Sentiment Analysis

Learn how Open Interest, Put/Call Ratio, and the Sizzle Index can enhance your understanding of market sentiment and stock trends

Jul 14, 2024·4 min read

Personal project

An Introduction to Pair Trading and Market Neutral Strategies

This post is the first of a serie about pair trading and market neutral strategies ...

Jun 22, 2024·10 min read

Quantitative Finance

A closed-form filter for binary time series

The aim of this project is to study and benchmark the performance of the "Optimal Particle Filter" introduced by Fanaso and al. in 2021, with the...

Jul 9, 2023·11 min read