Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs

Description

Buy Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs Course at esyGB. You will have immediate access to the digital downloads in your account or your order email.

Quantitative Finance & Algorithmic Trading II – Time Series

Random walk, autoregressive model, moving average model, arima model, arch and garch model

This course is about time series analyses. You will use R as the programming language and RStudio as the integrated developement 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!

Course Curriculum

Introduction

• Introduction (1:20)
• Intsalling RStudio (1:02)

Time Series Analysis – Basics

• Time series features (5:55)
• Basic statistics I – mean and variance (7:19)
• Basic statistics II – covariance (6:03)
• Stationarity (6:55)
• Correlogram (8:26)

Random Walk Model

• White noise introduction (6:04)
• Random walk introduction (6:57)
• Modeling assets with random walk (3:51)

Get Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs, Only Price $47

Autoregressive Model (AR)

• Autoregressive model introduction (7:02)
• How to select the best model? (2:25)
• Autoregressive model example (3:59)
• Modeling assets with autoregressive model (6:27)

Moving Average Model (MA)

• Moving average model introduction (4:18)
• Moving average model example (6:40)
• Modeling assets with moving average model (4:12)

Autoregressive Moving Average Model (ARMA)

• Autoregressive moving average model introduction (2:21)
• Ljung-Box test (2:50)
• Autoregressive moving average model example (3:42)
• Autoregressive moving average model example II (5:41)
• Modeling assets with ARMA model (6:34)

Autoregressive Integrated Moving Average Model (ARIMA)

• ARIMA model introduction (3:33)
• ARIMA model example (2:59)
• Modeling assets with ARIMA model (5:09)

Autoregressive Conditional Heteroskedatic Model (ARCH)

• Heteroskedasticity in finance (3:44)
• ARCH model introduction (7:26)

Generalised Autoregressive Heteroskedastic Model

• GARCH model introduction (2:12)
• GARCH model example (5:14)
• Modeling assets with GARCH model (5:28)

FOREX Trading Strategy

• FOREX trading strategy implementation I (2:29)
• FOREX trading strategy implementation II (4:48)
• FOREX trading strategy implementation III (5:46)
• FOREX trading strategy implementation IV (6:23)
• FOREX trading strategy implementation V (3:54)
• FOREX trading strategy implementation VI (2:53)

Stock Market Trading Strategy

• Stock market trading strategy implementation I (1:28)
• Stock market trading strategy implementation II (3:09)

Course Material

• Source code & slides

Get Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs, Only Price $47

Tag: Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs Review. Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs download. Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs discount. quantitative finance masters. quantitative finance journal. quantitative finance internship. quantitative finance and risk management. quantitative finance and economics. quantitative finance analyst salary

Buy the Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs course at the best price at esy[GB]. Upon completing your purchase, you will gain immediate access to the downloads page. Here, you can download all associated files from your order. Additionally, we will send a download notification email to your provided email address.

Unlock your full potential with Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs courses. Our meticulously designed courses are intended to help you excel in your chosen field.

Why wait? Take the first step towards greatness by acquiring our Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs courses today. We offer a seamless and secure purchasing experience, ensuring your peace of mind. Rest assured that your financial information is safeguarded through our trusted payment gateways, Stripe and PayPal.

Stripe, known for its robust security measures, provides a safe and reliable payment process. Your sensitive data remains confidential throughout the transaction thanks to its encrypted technology. Your purchase is fully protected.

PayPal, a globally recognized payment platform, adds an extra layer of security. With its buyer protection program, you can make your purchase with confidence. PayPal ensures that your financial details are safeguarded, allowing you to focus on your learning journey.

Is it secure? to Use of?

• Your identity is kept entirely confidential. We do not share your information with anyone. So, it is absolutely safe to buy the Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs course.
• 100% Safe Checkout Privateness coverage
• Communication and encryption of sensitive data.
• All card numbers are encrypted using AES with a 256-bit key at rest. Transmitting card numbers occurs in a separate hosting environment and does not share or store any data.

How can this course be delivered?

• After your successful payment this “Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs course”, Most of the products will come to you immediately. But for some products were posted for offer. Please wait for our response, it might take a few hours due to the time zone difference.
• If this occurs, please be patient. Our technical department will process the link shortly after, and you will receive notifications directly via email. We appreciate your patience.

What Shipping Methods Are Available?

• You will receive a download link in the invoice or YOUR ACCOUNT.
• The course link is always accessible through your account. Simply log in to download the Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs course whenever you need it.
• You only need to visit a single link, and you can get all the Quantitative Finance & Algorithmic Trading II – Time Series – Holczer Balazs course content at once.
• You can choose to learn online or download for better results, and you can study anywhere on any device. Please ensure that your system does not enter sleep mode during the download.

How Do I Track Order?

• We promptly update the status of your order after your payment is completed. If, after 7 days, there is no download link, the system will automatically process a refund.
• We value your feedback and are eager to hear from you. Please do not hesitate to reach out via email us with any comments, questions and suggestions.