📰 Dev.to · Ayrat Murtazin

Articles from Dev.to · Ayrat Murtazin · 12 articles · Updated every 3 hours · View all reads

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Filtering Market Noise: A Python Guide to Multi-Window SMA Strategies

Dev.to · Ayrat Murtazin 19h ago

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 ratio and max drawdown.

Volatility Clustering with Merton-Hawkes Jump-Diffusion Simulations in Python

Dev.to · Ayrat Murtazin 19h ago

Volatility Clustering with Merton-Hawkes Jump-Diffusion Simulations in Python

Model intraday volatility clustering across stocks, ETFs, and BTC using Merton jump-diffusion enhanced with Hawkes self-exciting processes.

Hybrid ML for Market Regime Detection: HMM + K-Means on SPY, IWM, HYG, LQD, VIX

Dev.to · Ayrat Murtazin 📐 ML Fundamentals ⚡ AI Lesson 1d ago

Hybrid ML for Market Regime Detection: HMM + K-Means on SPY, IWM, HYG, LQD, VIX

Combine Hidden Markov Models and K-Means clustering with PCA to detect equity, credit, and volatility regimes in Python.

Hybrid ML Market Regime Detection in Python: SPY, IWM, HYG, LQD and VIX

Dev.to · Ayrat Murtazin 2d ago

Hybrid ML Market Regime Detection in Python: SPY, IWM, HYG, LQD and VIX

Combine PCA, K-Means clustering, and Hidden Markov Models to classify cross-asset market regimes using live data.

Adaptive Local Linear Regression for Short-Term Growth Stock Trend-Following in Python

Dev.to · Ayrat Murtazin 3d ago

Adaptive Local Linear Regression for Short-Term Growth Stock Trend-Following in Python

How adaptive bandwidth selection in local linear regression generates cleaner trend signals on high-momentum growth stocks.

Intraday Volatility Jump Mean-Reversion Trading Strategy for BTC-USD in Python

Dev.to · Ayrat Murtazin 3d ago

Intraday Volatility Jump Mean-Reversion Trading Strategy for BTC-USD in Python

Detecting statistical jumps in Bitcoin returns and building a contrarian strategy with rolling volatility bands.

Hybrid Machine Learning for Market Regime Detection in Python: HMM + K-Means

Dev.to · Ayrat Murtazin 4d ago

Hybrid Machine Learning for Market Regime Detection in Python: HMM + K-Means

Combining Hidden Markov Models with K-Means clustering to identify risk-on, risk-off, and transition regimes across SPY, IWM, HYG, LQD, and VIX.

Visualizing Expected Stock Price Movement with Python and Volatility Cones

Dev.to · Ayrat Murtazin 4d ago

Visualizing Expected Stock Price Movement with Python and Volatility Cones

Build a Monte Carlo simulation engine to project probabilistic price ranges using historical volatility.

How to Use Multiple Moving Averages to Filter Market Noise in Python

Dev.to · Ayrat Murtazin 5d ago

How to Use Multiple Moving Averages to Filter Market Noise in Python

A practical guide to combining SMA windows for cleaner signals and better trend detection.

I Compared 5 Moving Average Windows on 10 Years of S&P 500 Data

Dev.to · Ayrat Murtazin 5d ago

I Compared 5 Moving Average Windows on 10 Years of S&P 500 Data

The 50-day weighted moving average delivered the best risk-adjusted returns in my backtesting analysis.

Simulating Volatility Clustering with Hawkes-Enhanced Jump Diffusion in Python

Dev.to · Ayrat Murtazin 5d ago

Simulating Volatility Clustering with Hawkes-Enhanced Jump Diffusion in Python

Build a multi-asset price simulator that captures realistic market behavior across 4 asset classes using self-exciting jump processes.

Monte Carlo Simulation for Stock Price Forecasting: Historical vs Implied Volatility in Python

Dev.to · Ayrat Murtazin 2w ago

Monte Carlo Simulation for Stock Price Forecasting: Historical vs Implied Volatility in Python

1. Introduction Forecasting financial markets is a sophisticated fusion of quantitative...