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