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Dr. Ernest P Chan – Mean Reversion Strategies In Python

$34.97 $199.00

Dr. Ernest P Chan – Mean Reversion Strategies In Python

$34.97 $199.00

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Author:Dr. Ernest P Chan

NEW TRADING IDEAS

Use quantitative techniques Get exposed to various strategy paradigms in quantitative and algorithmic trading domain: mean reversion strategies, machine learning strategies, time series forecasting and many others.

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

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

s1u1 Intro.mp4 - pCloud

s1u1 Intro.mp4 - pCloud