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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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Tags: quantitative, finance, algorithmic, trading, series

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