Dr. Ernest P Chan – Mean Reversion Strategies In Python
Original price was: $199.00.$34.97Current price is: $34.97.
This Course is available for download now. You can contact us for Screenshots or Demo. Access for this course will be sent on google drive. Join our telegram channel to see updates and occasional discounts. If you want to pay through Paypal or Card contact us – On Telegram Click Here or contact on Mail – [email protected]
Description
Author:Dr. Ernest P Chan
MULTIPLY YOUR PORTFOLIO
Exploit a successful strategy Use technology to quickly multiply your portfolio using the same strategy across different instruments and asset classes.
Mean Reversion Strategies In Python
Sale Page :quantra.quantinsti.com
This product is available
SKILLS COVERED
Mean Reversion Strategies
Statistical Arbitrage
Triplets Trading
Index Arbitrage
Long-short strategy
Math Concepts
Correlation, Co-integration
Stationarity
Linear Regression
ADF and Johansen Test
Half Life
Python
Adfuller,
Statstools,
Johansen,
NumPy, Pandas,
Matplotlib
PREREQUISITES
It is expected that you have some trading experience and understand basic financial markets terminology like sell, buy, margin, entry, exit positions. Some familiarity with t-statistics and autoregressive model is useful but not mandatory. If you want to be able to code strategies in Python, then experience to store, visualise and manage data using Pandas DataFrame is required. These skills are covered in our course ‘Python for Trading’.
AFTER THIS COURSE YOU’LL BE ABLE TO
Create four different types of mean reverting strategies
Perform statistical test for identifying stationarity and co-integration
Backtest pairs trading, triplets, index arbitrage and long-short strategy
Explain the role of risk management
Reviews
There are no reviews yet.
Be the first to review “Dr. Ernest P Chan – Mean Reversion Strategies In Python” Cancel replyYou must be logged in to post a review.