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Gugubibi2d ago • 2 min read
Show HN: SleepyQuant – a 12-agent crypto quant running on one Mac
Show HN: SleepyQuant – a 12-agent crypto quant running on one Mac Hey...
#ai#quant#mlx#buildinpublic
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Ayrat MurtazinApr 13, 2026 • 10 min read
Filtering Market Noise: A Python Guide to Multi-Window SMA Strategies
Backtest 5 SMA windows simultaneously, quantify lag trade-offs, and score each strategy by Sharpe ra...
#python#quant#trading#finance
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Ayrat MurtazinApr 13, 2026 • 11 min read
Volatility Clustering with Merton-Hawkes Jump-Diffusion Simulations in Python
Model intraday volatility clustering across stocks, ETFs, and BTC using Merton jump-diffusion enhanc...
#python#quant#trading#finance
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Sai3d ago • 9 min read
Canadian NI 31-103 for solo crypto-quant devs: what you can and can't build without registration
Regulatory map for shipping a Canadian signal/quant SaaS without triggering Portfolio Manager, IFM, ...
#crypto#canada#compliance#quant
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Ayrat Murtazin3d ago • 10 min read
Why the 50-Day WMA Dominates: A Quantitative Risk-Return Analysis in Python
Backtesting five moving average windows reveals why the 50-day strikes the best Sharpe-to-drawdown b...
#python#quant#trading#finance
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Gugubibi2d ago • 2 min read
SleepyQuant Weekly · 2026W16
This week in paper trading Round-trips: 464 Win rate: 38.1% Realized PnL: -34.58 USDT Net...
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Gugubibi2d ago • 7 min read
The Inverted Control: What 24 Hours of Running Our Own Bot Backwards Revealed
The Inverted Control: What 24 Hours of Running Our Own Bot Backwards Revealed ...
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Ayrat Murtazin5d ago • 11 min read
Hybrid ML for Market Regime Detection: HMM, K-Means, PCA in Python
Combine Hidden Markov Models, K-Means clustering, and PCA to classify market regimes across SPY, IWM...
#python#quant#trading#finance
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Gugubibi2d ago • 6 min read
Why Apple Silicon Quietly Won the Local-AI Race (April 2026)
Disclaimer: This post is engineering observation, not financial or hardware purchasing advice....
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tomasz dobrowolski4d ago • 6 min read
Backtesting Gamma-Exposure Strategies with Minute-Level Historical Data
If you've ever read a blog post claiming "short straddles when GEX is positive returns 30% a year".....
#options#python#quant#machinelearning
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Ayrat Murtazin6d ago • 10 min read
Python SMA Backtesting and Parameter Tuning for PLTR Long-Term Investing
Build a simple moving average crossover system for Palantir, then optimize window lengths using grid...
#python#quant#trading#finance
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Ayrat Murtazin6d ago • 10 min read
Stock Recommendation System Using Anthropic MCP and Python
Build an AI-powered stock screener that connects live market data to Claude using the Model Context ...
#python#quant#trading#finance
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Ayrat Murtazin2d ago • 10 min read
Analyzing Rolling Z-Scores in Stock Trading with Python
Build a mean-reversion signal using rolling z-scores and backtest it on real price data with yfinanc...
#python#quant#trading#finance
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Ayrat Murtazin9h ago • 9 min read
Risk Parity Portfolio Construction in Python: The $150B Hedge Fund Method
Implement equal risk contribution weighting using numpy and yfinance to build a truly diversified po...
#python#quant#trading#finance
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Ayrat Murtazin4d ago • 10 min read
Volatility Clustering with Merton-Hawkes Jump-Diffusion Simulations in Python
Model intraday volatility clustering across stocks, ETFs, indices, and BTC using self-exciting Hawke...
#python#quant#trading#finance
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Ayrat Murtazin1d ago • 10 min read
Monte Carlo Stock Price Simulation with Historical and Implied Volatility in Python
Simulate 10,000 price paths using GBM, compare HV vs IV inputs, and build confidence cones in Python...
#python#quant#trading#finance
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Ayrat Murtazin5d ago • 10 min read
Adaptive Local Linear Regression for Short-Term Trend Following in Growth Stocks
How a bandwidth-adaptive LOWESS signal outperforms static moving averages on momentum-driven small-c...
#python#quant#trading#finance
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Ayrat Murtazin21h ago • 10 min read
Plotting Smarter Stock Entries and Exits with K-Reversal in Python
Build a K-Reversal oscillator from scratch and generate crossover buy/sell signals with pandas and m...
#python#quant#trading#finance
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Ayrat Murtazin2d ago • 10 min read
Visualizing Expected Stock Price Movement with Python and Volatility Multipliers
Build a Monte Carlo confidence cone for any stock using historical and implied volatility in Python.
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Ayrat Murtazin3d ago • 10 min read
Laplace Trend Strength Strategy: Backtesting and Out-of-Sample Tests in Python
Implementing a causal Laplace-smoothed trend signal on PLTR with full walk-forward validation and Sh...
#python#quant#trading#finance
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Ayrat Murtazin4d ago • 10 min read
Intraday Volatility Jump Mean-Reversion Trading Strategy for BTC-USD in Python
Detect volatility jumps in 1-minute BTC-USD data and backtest a mean-reversion strategy using rollin...
#python#quant#trading#finance
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Ayrat Murtazin1d ago • 9 min read
Charting Market Rhythms: The Rolling Hurst Exponent in Python
Implement a rolling Hurst exponent to classify trending, mean-reverting, and random market regimes i...
#python#quant#trading#finance
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Gugubibi2d ago • 2 min read
SleepyQuant — Twitter brand assets (bio + pinned tweet)
Profile Display name (50 chars max): SleepyQuant Enter fullscreen mode ...
#ai#quant#mlx#buildinpublic
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