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You will create different mean reversion strategies such as Index Arbitrage, Long-short portfolio using market data and advanced statistical concepts. A must-do course for quant traders.

Description

Salepage link: At HERE. Archive: https://archive.is/B3O96

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Buy now $69 $367, Mean Reversion Strategies In Python by Dr. Ernest P. Chan – Quantinsti Quantra Course.

Mean Reversion Strategies In Python
Offered by Dr. Ernest P Chan, this course will teach you to identify trading opportunities based on Mean Reversion theory. You will create different mean reversion strategies such as Index Arbitrage, Long-short portfolio using market data and advanced statistical concepts. A must-do course for quant traders.
APPLY MEAN REVERSION STRATEGIES
Create four different types of mean reverting strategies
Perform statistical test for identifying stationarity and co-integration
Backtest pairs trading, triplets, index arbitrage and long-short strategy
Explain the role of risk management
Paper trade and live trade your strategies without any installations or downloads
MEAN REVERSION TRADING COURSE
Introduction to the Course
 
This section gives an overview of the mean reversion strategy through examples. You will go through the course structure and understand how the course is structured in videos, quizzes, strategy codes and interactive coding exercises. This will make sure that not only do you understand the mechanics of mean reversion but also implement trading strategies in live markets.

Introduction by Dr. Ernest Chan

Introduction to Mean Reversion Strategy

Course Structure Flow Diagram

Quantra Features and Guidance

Types of Statistical Arbitrage Strategies
 Stationarity of Time Series
Augmented Dickey-Fuller Test
 Mean Reversion Strategy
Live Trading on Blueshift
Live Trading Template
 Cointegration 
Pairs Trading
Triplets
Half Life
Risk Management
Best Markets to Pair Trade
Index Arbitrage
Long Short Portfolio
Run Codes Locally on Your Machine
Automated Trading Using IBridgePy
Summary
ABOUT AUTHOR
Dr. Ernest P. Chan

Dr. Ernest Chan is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. QTS manages a hedge fund as well as individual accounts. He has worked in IBM human language technologies group where he developed natural language processing system which was ranked 7th globally in the defense advanced research project competition. He also worked with Morgan Stanley’s Artificial intelligence and data mining group where he developed trading strategies.

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Mean Reversion Strategies In Python by Dr. Ernest P. Chan - Quantinsti Quantra
Mean Reversion Strategies In Python by Dr. Ernest P. Chan – Quantinsti Quantra
Original price was: $367.00.Current price is: $69.00. Add to cart