Data center of excellence is the need of the hour

Hybrid data-warehouse capitalizes the strengths of both solutions


Mean-reversion or trend-following are two sides of a coin

Capital allocation with Convex Optimization, Kelly’s Criterion & Markowitz Efficient Frontier

Image by author


How momentum trading strategy can yield sustainable return

Image by author


Mean-variance Convex portfolio optimization model

Image by author


Robust validation process of time-dependent series

Optimize time-series with Walk-Forward Validation

Image by author


Event driven back-testing with mean reversion trading strategy

Support & resistance levels thresholds for trading signal generation

Image by author


Neural network with weighted class

Difficult task of solving Imbalance Class distribution

Image by author


Performance Assessment of Ensemble Learning

AdaBoost, RUSBoost & SMOTEBoost to improve the classification performance

Image by author


Which accuracy metrics to use for imbalanced class use case?

Image by author


Intraday Trading Models

Intraday high frequency trading using EMA’s

Image by author

Sarit Maitra

Data Science Practice Lead at KSG Analytics Pvt. Ltd.

Get the Medium app

A button that says 'Download on the App Store', and if clicked it will lead you to the iOS App store
A button that says 'Get it on, Google Play', and if clicked it will lead you to the Google Play store