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    3. Quantitative Finance & Algorithmic Trading II - Time Series

    Quantitative Finance & Algorithmic Trading II - Time Series

    Posted By: naag
    Date: 17 May 2018 03:06:14
    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

    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


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