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Engineering Alpha

Sharing in-depth machine learning, quantitative, and technical market knowledge.

Newsletter · By Sofien Kaabar, CFA · English · Official site

Indexed issues, last 90 days
20
Latest publication
Sep 30, 2026
Audience
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Earliest in this view
Sep 3, 2026

Latest issues

  1. Issue · Sep 30, 2026

    Mercury Retrograde and the Stock Market: We Tested the Claim on 53 Years of S&P 500 Data (opens the original)

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    <img alt="" class="sizing-normal" height="1093" src="https://substackcdn.com/image/fetch/$s_!IZG7!,w_1456,c_limit,f_auto,q_auto:good,fl_progressive:steep/https%3A%2F%2Fsubstack-post-media.s3.amazonaws.com%2Fpublic%2Fimages%2F0fd0696f-a095-417f-8dce-0c30803f6aa0_1452x1093.p

  2. Issue · Sep 29, 2026

    Forecasting Market Cycles with Fourier Transform in Python (opens the original)

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    <img alt="" class="sizing-normal" height="800" src="https://substackcdn.com/image/fetch/$s_!cbIh!,w_1456,c_limit,f_auto,q_auto:good,fl_progressive:steep/https%3A%2F%2Fsubstack-post-media.s3.amazonaws.com%2Fpublic%2Fimages%2F6879ef45-3e1d-43af-ab64-94f2fb285927_800x800.png" w

  3. Issue · Sep 28, 2026

    Does the Moon Move Markets? (opens the original)

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    <img alt="" class="sizing-normal" height="1067" src="https://substackcdn.com/image/fetch/$s_!nn80!,w_1456,c_limit,f_auto,q_auto:good,fl_progressive:steep/https%3A%2F%2Fsubstack-post-media.s3.amazonaws.com%2Fpublic%2Fimages%2F9d11178d-4950-4d4d-9f16-679b2117adc2_800x1067.jp

  4. Issue · Sep 25, 2026

    Walk Forward Validation VS Train-Test Split - What to Choose? (opens the original)

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    <img alt="" class="sizing-normal" height="314" src="https://substackcdn.com/image/fetch/$s_!Vy7T!,w_1456,c_limit,f_auto,q_auto:good,fl_progressive:steep/https%3A%2F%2Fsubstack-post-media.s3.amazonaws.com%2Fpublic%2Fimages%2Fed63537d-0673-4ffd-ad1d-c85f88ae461d_600x314.jpeg"

  5. Issue · Sep 24, 2026

    The Cross-Correlation Function to Understand Predictability (opens the original)

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    <img alt="" class="sizing-normal" height="362" src="https://substackcdn.com/image/fetch/$s_!TG0k!,w_1456,c_limit,f_auto,q_auto:good,fl_progressive:steep/https%3A%2F%2Fsubstack-post-media.s3.amazonaws.com%2Fpublic%2Fimages%2Fea57e3b3-1ebf-4062-b887-e5dbd7e93959_578x362.png" w

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