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