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[Download] Quantitative Finance & Algorithmic Trading II – Time Series

[Download] Quantitative Fina

Download Files Size:

400 MB

Value:

$9.99

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

What you’ll learn
  • Understand random walk models
  • Understand autoregressive models

  • Understand moving average models

  • Understand heteroskedastic models and volatility modeling
Requirements
  • You should have an interest in quantitative finance as well as in mathematics and programming!
Description

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!

Who is the target audience?
  • Anyone who wants to learn the basics of financial engineering
  • Anyone who wants to learn the basics of time series analysis

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