Dr. Ernest P Chan – Mean Reversion Strategies In Python

Dr. Ernest P Chan – Mean Reversion Strategies In Python

Archive Page
Get Dr. Ernest P Chan – Mean Reversion Strategies In Python on Salaedu.net

Description:

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’.

Forex Trading – Foreign Exchange Course

Want to learn about Forex?

Foreign exchange, or forex, is the conversion of one country’s currency into another.
In a free economy, a country’s currency is valued according to the laws of supply and demand.
In other words, a currency’s value can be pegged to another country’s currency, such as the U.S. dollar, or even to a basket of currencies.
A country’s currency value may also be set by the country’s government.
However, most countries float their currencies freely against those of other countries, which keeps them in constant fluctuation.