Dr. Ernest P Chan – Mean Reversion Strategies In Python

$34.97 $199.00

Dr. Ernest P Chan – Mean Reversion Strategies In Python

$34.97 $199.00

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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

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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

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s1u1 Intro.mp4 - pCloud

s1u1 Intro.mp4 - pCloud