About Me
My name is Sofien Kaabar, CFA, a Quantitative Researcher, Author, and Investor. My work blends nonlinear systems, forecasting models, advanced institutional technical analysis, and deep market structure to decode financial time series.
Over the years, I've built quantitative forecasting tools, systematic strategies, and technical indicators used by traders, portfolio managers, and analysts worldwide.
What I Do
- Manage Quant Atlas, a leading market forecasting platform.
- Manage Engineering Alpha, a daily newsletter that aims to educate traders on different technical aspects.
- Manage The Signal Beyond, a weekly report that produces systematic and discretionary market forecasts.
- Create Technical Indicators and strategies.
- Write Books about investing, machine learning, trading, and objective rules-based technical analysis.
Books
- Kaabar, Sofien. Mastering Financial Markets in Python. Business Expert Press, 2026.
- Kaabar, Sofien. Deep Learning in Finance. O'Reilly Media, 2024.
- Kaabar, Sofien. Mastering Financial Pattern Recognition in Python. O'Reilly Media, 2022.
Latest Research Papers
- Kaabar (2026). Sequential Pattern Averaging Regressor: A Lookup-Based Method for Structural Price Prediction.
- Kaabar (2026). Extrema Precision 2.0: A Framework for Evaluating Reversal Signal Localization.
- Kaabar (2026). A Comparative Analysis of Linear Regression and DLinear for Time Series Forecasting.
- Kaabar (2026). Eliminating Subjectivity in Moving Average Crossovers via Symmetric Weighted Filters.
- Kaabar (2026). Standard RSI vs. Bollinger-Filtered RSI: A Comparative Market Timing Analysis.
- Kaabar (2025). Magic Numbers or Market Noise? Deconstructing the TD Setup in Time Series Predictions.
- Kaabar (2025). Quantifying Market Timing Accuracy with the Extrema Precision Index (EPI).
- Kaabar (2025). Quantifying Exhaustion: A Regime-Dependent Analysis of TD Sequential and RSI Filters.
- Kaabar (2025). Phase-Preserving Denoising in Financial Time Series: Singular Spectrum Analysis and Linear Moving Averages.
My goal is simple: Decode the Chaos.