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

(This course is available for immediate delivery) 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!

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

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!
Archive: http://archive.is/0RWSS
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