// BLOG
Research & Code
riskpythonquant6 min read
VaR, SVaR and CVaR: A Practical Python Implementation
Implement Value at Risk, Stressed VaR, and Conditional VaR from scratch using NumPy and SciPy on a real equity return series.
March 29, 2026
deep-learningpythonbacktesting10 min read
LSTM Price Forecasting with Attention Mechanisms
Build a PyTorch LSTM with a Bahdanau attention layer for equity price forecasting, with walk-forward backtesting and Sharpe-ratio evaluation.
March 22, 2026