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Links to Algorithms and their Writeups that I've developed at QuantConnect

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AlgorithmsWithWriteups

Here are some links to algorithms converted from academic papers, as well as their writeups, that I've developed at QuantConnect.

Modeling a Pairs Trading Process as an Ornstein-Uhlenbeck Process to derive Optimal Entry and Liquidation Values
Backtest/Code
Writeup
Video Walkthrough

Constructing a Cointegrated Portfolio Portfolio of Cryptocurrencies
Backtest/Code
Writeup in Queue

Applying a Temporal Convolutional Neural Network to Forecast Stock Price Movements
Backtest/Code
Writeup
Video Walkthrough

G-Score Factor Investing (Fundamental Analysis)
Backtest/Code
Writeup
Video Walkthough

SVM Wavelet Forecasting
Backtest/Code
Writeup

Bitcoin ARIMA Forecasting
Backtest/Code
Writeup in Queue

Deep Learning Portfolio Optimization
Backtest/Code
Writeup in Queue

Deep Q-Learning
In Progress

Leveraged ETFs with Systematic Risk Management
Backtest/Code

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Links to Algorithms and their Writeups that I've developed at QuantConnect

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