PyQuantLab @PyQuantLab

🚀 TEMA Cross + Volume Surge (1h) on Binance ✅ Fast/slow TEMA crossover as a trend trigger ✅ Volume surge filter for liquidity-backed entries ✅ Grid-search parameters, stress-tested fees 🔗 pyquantlab.medium.com/tema-cross-vol… #algotrading #quantfinance #backtesting #python

🚀 PCA Momentum: Alpha vs. Number of Principal Components (K) ✅ Momentum signals using PCs ✅ Time-series momentum to factor-level signals ✅ Maps PC signals back to assets: - cross-asset alpha 🔗 pyquantlab.medium.com/pca-momentum-e… #algotrading #quantfinance #backtesting #python

🚀 Recurrence Quantification Analysis (RQA) for Market Predictability ✅ RQA to uncover repeatable patterns ✅ Measures determinism, recurrence, and predictability ✅ Regime-switch detection 🔗 pyquantlab.medium.com/recurrence-qua… #algotrading #quantfinance #backtesting #python

🚀 From Simple Moving Averages to Context-Aware Trend Trading ✅ A regime-filtered trend system ✅ Combines ADX, Bollinger Band width & volatility ✅ regime detection & position sizing 🔗 pyquantlab.medium.com/from-simple-mo… #algotrading #quantfinance #backtesting #python

🚀 Pivot Point Reversal: Floor vs Fibonacci on DAX & ESTX50 ✅ Classic Floor vs. Fibonacci pivots ✅ Drift from R1/S1 breakouts—time-of-day effects ✅ Impact of excluding high-volatility “news hours” 🔗 pyquantlab.medium.com/pivot-point-re… #algotrading #quantfinance #backtesting #python

🚀 Volatility Momentum: Acceleration Filter vs. ADX Gate ✅ ATR-ROC acceleration improves Sharpe and lowers drawdowns ✅ ADX gating ✅ Ablation + reality-check tests confirm only the strongest signals 🔗 pyquantlab.medium.com/volatility-mom… #algotrading #quantfinance #backtesting #python

🚀 Volatility Spike Reversal on Bitcoin Dump Days ✅ Detects dump days via sharp negative returns ✅ Confirms with volatility spike ✅ Compares pure ATR–ROC entries with candle-pattern filters 🔗 pyquantlab.medium.com/volatility-spi… #algotrading #crypto #backtesting #python

🚀 Adaptive Kalman Filter vs. EMA on Crypto ✅ Dynamic volatility‑adapted Kalman filter ✅ Lag, whipsaw, trend-capture, return comparisons ✅ CCXT + pandas + matplotlib backtest ✅ Python Script 🔗 pyquantlab.medium.com/adaptive-kalma… #algotrading #quantfinance #backtesting #python

🚀 VWAP-Anchored Breakout on AAPL (Intraday) ✅ Session VWAP vs. Anchored VWAP comparison ✅ Tested on 5-min AAPL data ✅ Direct backtest: which breakout style wins? ✅ Python-ready, fully reproducible 🔗 pyquantlab.medium.com/vwap-anchored-… #algotrading #quantfinance #backtesting #python

🚀 OBV Regime Filter on Metals ✅ OBV slope as a regime classifier ✅ Differentiates trend vs. range in gold & silver ✅ Avoids chasing false breakouts or mean-reverts ✅ Python-based, clean backtest logic 🔗 pyquantlab.medium.com/obv-regime-fil… #algotrading #quantfinance #backtesting #python

🚀 HP Trend on SPY: λ Sweep Study ✅ Hodrick-Prescott (HP) filter trend adaptation ✅ Daily SPY data ✅ Causal, no-lookahead implementation ✅ Long-only rule with crisis resilience (2020 & 2022) 🔗 pyquantlab.medium.com/hp-trend-on-sp… #algotrading #quantfinance #backtesting #python

🚀 Supertrend Confirmation on BTC/USDT (4H) ✅ Factor × ATR grid exploration ✅ Symmetry in confirmation logic ✅ Trailing stop behavior & exits ✅ Backtest since 2018 with results 🔗 pyquantlab.medium.com/supertrend-con… #algotrading #supertrend #backtesting #python

📘 Free 200+ page eBook on Algorithmic Trading with Python + Backtrader 🚀 👉 pyquantlab.com/books/Algorith… #AlgorithmicTrading #QuantFinance #Python

🚀 Volume Spread Analysis Strategy with Rolling Backtest ✅ Quantifies “smart money” activity ✅ Detects classic VSA patterns: ✅ Dynamic trailing stop ✅ Rolling backtest 🔗 pyquantlab.medium.com/volume-spread-… #algotrading #VSA #volumeanalysis #backtesting #python

🚀 Multi‑Timeframe Pivot Point Strategy with Volume & Momentum Confirmation ✅ Daily + weekly pivot levels ✅ Volume & momentum filters ✅ Stop‑loss for disciplined risk control ✅ Rolling backtest 🔗 pyquantlab.medium.com/rolling-backte… #algotrading #pivotpoints #backtesting #python

🚀 EMA Crossover Strategy w/ MACD, ADX & Trailing Stops ✅ Trend-following ✅ MACD & ADX for signal filtering ✅ Dynamic trailing stops for exits ✅ Rolling backtest validates real-world robustness 🔗 pyquantlab.medium.com/rolling-backte… #algotrading #backtesting #quantfinance #python

🚀 Parabolic SAR + RSI trend-following strategy ✅ Parabolic SAR for trend shifts ✅ RSI filter to avoid whipsaws ✅ Fixed % stop-loss for risk control ✅ Tested with a rolling backtest framework 🔗 pyquantlab.medium.com/trend-reversal… #algotrading #backtesting #quantfinance #python