Mean Reversion Strategies In Python by Dr. Ernest P. Chan – Quantinsti Quantra

Salepage link: At HERE. Archive: https://archive.is/B3O96Total sizes: 216 MB – include: Buy now $69 $367, Mean Reversion Strategies In Python by Dr. Ernest P. Chan – Quantinsti Quantra Course.Mean Reversion Strategies In PythonOffered by Dr. Ernest P Chan, this course will teach you to identify trading opportunities based on Mean Reversion theory. You will create different mean reversion strategies such as Index Arbitrage, Long-short portfolio using market data and advanced statistical concepts. A must-do course for quant traders.APPLY MEAN REVERSION STRATEGIESCreate four different types of mean reverting strategiesPerform statistical test for identifying stationarity and co-integrationBacktest pairs trading, triplets, index arbitrage and long-short strategyExplain the role of risk managementPaper trade and live trade your strategies without any installations or downloadsMEAN REVERSION TRADING COURSEIntroduction to the Course This section gives an overview of the mean reversion strategy through examples. You will go through the course structure and understand how the course is structured in videos, quizzes, strategy codes and interactive coding exercises. This will make sure that not only do you understand the mechanics of mean reversion but also implement trading strategies in live markets.Introduction by Dr. Ernest ChanIntroduction to Mean Reversion StrategyCourse Structure Flow DiagramQuantra Features and GuidanceTypes of Statistical Arbitrage Strategies Stationarity of Time SeriesAugmented Dickey-Fuller Test Mean Reversion StrategyLive Trading on BlueshiftLive Trading Template Cointegration Pairs TradingTripletsHalf LifeRisk ManagementBest Markets to Pair TradeIndex ArbitrageLong Short PortfolioRun Codes Locally on Your MachineAutomated Trading Using IBridgePySummaryABOUT AUTHORDr. Ernest P. ChanDr. Ernest Chan is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. QTS manages a hedge fund as well as individual accounts. He has worked in IBM human language technologies group where he developed natural language processing system which was ranked 7th globally in the defense advanced research project competition. He also worked with Morgan Stanley’s Artificial intelligence and data mining group where he developed trading strategies.