└── README.md /README.md: -------------------------------------------------------------------------------- 1 | # AlgorithmsWithWriteups 2 | Here are some links to algorithms converted from academic papers, as well as their writeups, that I've developed at QuantConnect. 3 | 4 | Modeling a Pairs Trading Process as an Ornstein-Uhlenbeck Process to derive Optimal Entry and Liquidation Values 5 | [Backtest/Code](https://www.quantconnect.com/terminal/processCache/?request=embedded_backtest_14b6c6614134b8af76818387e9e74232.html) 6 | [Writeup](https://www.quantconnect.com/tutorials/strategy-library/optimal-pairs-trading) 7 | [Video Walkthrough](https://www.youtube.com/watch?v=RFj8SPuZ43Y) 8 | 9 | Constructing a Cointegrated Portfolio Portfolio of Cryptocurrencies 10 | [Backtest/Code](https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_0718e73710b656d2ab33d0c46da5686b.html) 11 | Writeup in Queue 12 | 13 | Applying a Temporal Convolutional Neural Network to Forecast Stock Price Movements 14 | [Backtest/Code](https://www.quantconnect.com/terminal/processCache/?request=embedded_backtest_9791a5615cd7ab78c4c70c12e8157014.html) 15 | [Writeup](https://www.quantconnect.com/tutorials/strategy-library/forecasting-stock-prices-using-a-temporal-cnn-model) 16 | [Video Walkthrough](https://www.youtube.com/watch?v=yYPhOFfstLY) 17 | 18 | G-Score Factor Investing (Fundamental Analysis) 19 | [Backtest/Code](https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_4b575276a5c8789bd24b031e81e8cdf3.html) 20 | [Writeup](https://www.quantconnect.com/tutorials/strategy-library/g-score-investing) 21 | [Video Walkthough](https://www.youtube.com/watch?v=peaX0z5hA5U) 22 | 23 | SVM Wavelet Forecasting 24 | [Backtest/Code](https://www.quantconnect.com/terminal/processCache/?request=embedded_backtest_c5da749bbf6d7b5dee1fa5509d6ad8e5.html) 25 | [Writeup](https://www.quantconnect.com/tutorials/strategy-library/svm-wavelet-forecasting) 26 | 27 | Bitcoin ARIMA Forecasting 28 | [Backtest/Code](https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_5f73c6cec527c2665a194c8fc9dd94e1.html) 29 | Writeup in Queue 30 | 31 | Deep Learning Portfolio Optimization 32 | [Backtest/Code](https://www.quantconnect.com/terminal/processCache/?request=embedded_backtest_4ebbe01bfea8c5ae6f98fcda38a50b1c.html) 33 | Writeup in Queue 34 | 35 | Deep Q-Learning 36 | In Progress 37 | 38 | Leveraged ETFs with Systematic Risk Management 39 | [Backtest/Code](https://www.quantconnect.com/tutorials/strategy-library/leveraged-etfs-with-systematic-risk-management) 40 | --------------------------------------------------------------------------------