Quantitative Finance & Algorithmic Trading II - Time Series
Quantitative Finance & Algorithmic Trading II - Time Series
MP4 | Video: AVC 1280x720 | Audio: AAC 44KHz 2ch | Duration: 3 Hours | Lec: 40 | 397 MB
Genre: eLearning | Language: English
MP4 | Video: AVC 1280x720 | Audio: AAC 44KHz 2ch | Duration: 3 Hours | Lec: 40 | 397 MB
Genre: eLearning | Language: English
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 development 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!
Quantitative Finance & Algorithmic Trading II - Time Series
