Author:Dr. Ernest P Chan
Audience participation is as important to the learning experience as the instructor. I find the participants at QuantInsti’s courses highly motivated and many came prepared with insightful questions. This made for a great experience for all.
Mean Reversion Strategies In Python
Sale Page :quantra.quantinsti.com
This product is available
SKILLS COVERED
Math Concepts
- Correlation, Co-integration
- Stationarity
- Linear Regression
- ADF and Johansen Test
- Half Life
Python
- Adfuller,
- Statstools,
- Johansen,
- NumPy, Pandas,
- Matplotlib
Mean Reversion Strategies
- Statistical Arbitrage
- Triplets Trading
- Index Arbitrage
- Long-short strategy
Reviews
There are no reviews yet.