Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs

$43.00

Sale!

Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs

$43.00

This course is about time series analyses. You will use R as the programming language and RStudio as the integrated developement environment.

IMPORTANT: only take this course, if you are interested in statistics and mathematics !!!

Category:

Purchase Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs - $43.00 at BoxSkill, You can get access to all files. Direct Download Link and No costs are incurred (No Ads, No Waiting Time, No Capcha).

Not to interrupt your learning, you should download the course after getting the link. Contact directly via email: info@boxskill.cc to get more detail about the course

Quantitative Finance & Algorithmic Trading II – Time Series

Random walk, autoregressive model, moving average model, arima model, arch and garch model

This course is about time series analyses. You will use R as the programming language and RStudio as the integrated developement environment.

IMPORTANT: only take this course, if you are interested in statistics and mathematics !!!

The aim of the course is to construct a model capable of forecasting future stock prices. You will learn about the most important time series related concepts:

  • white noise
  • moving average model
  • autoregressive model
  • conditional heteroskedastic models

In the last chapter you will implement a model (combining ARIMA and GARCH models) from scratch that is able to outperform the buy&hold (so long term investing) strategy!

Course Curriculum

Introduction

  • Introduction (1:20)
  • Intsalling RStudio (1:02)

Time Series Analysis – Basics

  • Time series features (5:55)
  • Basic statistics I – mean and variance (7:19)
  • Basic statistics II – covariance (6:03)
  • Stationarity (6:55)
  • Correlogram (8:26)

Random Walk Model

  • White noise introduction (6:04)
  • Random walk introduction (6:57)
  • Modeling assets with random walk (3:51)

Get Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs, Only Price $47

Autoregressive Model (AR)

  • Autoregressive model introduction (7:02)
  • How to select the best model? (2:25)
  • Autoregressive model example (3:59)
  • Modeling assets with autoregressive model (6:27)

Moving Average Model (MA)

  • Moving average model introduction (4:18)
  • Moving average model example (6:40)
  • Modeling assets with moving average model (4:12)

Autoregressive Moving Average Model (ARMA)

  • Autoregressive moving average model introduction (2:21)
  • Ljung-Box test (2:50)
  • Autoregressive moving average model example (3:42)
  • Autoregressive moving average model example II (5:41)
  • Modeling assets with ARMA model (6:34)

Autoregressive Integrated Moving Average Model (ARIMA)

  • ARIMA model introduction (3:33)
  • ARIMA model example (2:59)
  • Modeling assets with ARIMA model (5:09)

Autoregressive Conditional Heteroskedatic Model (ARCH)

  • Heteroskedasticity in finance (3:44)
  • ARCH model introduction (7:26)

Generalised Autoregressive Heteroskedastic Model

  • GARCH model introduction (2:12)
  • GARCH model example (5:14)
  • Modeling assets with GARCH model (5:28)

FOREX Trading Strategy

  • FOREX trading strategy implementation I (2:29)
  • FOREX trading strategy implementation II (4:48)
  • FOREX trading strategy implementation III (5:46)
  • FOREX trading strategy implementation IV (6:23)
  • FOREX trading strategy implementation V (3:54)
  • FOREX trading strategy implementation VI (2:53)

Stock Market Trading Strategy

  • Stock market trading strategy implementation I (1:28)
  • Stock market trading strategy implementation II (3:09)

Course Material

  • Source code & slides

Get Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs, Only Price $47


Tag: Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs Review. Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs download. Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs discount. quantitative finance masters. quantitative finance journal. quantitative finance internship. quantitative finance and risk management. quantitative finance and economics. quantitative finance analyst salary

Reviews

There are no reviews yet.

Be the first to review “Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs”