Mean Reversion Strategies In Python by Dr. Ernest P. Chan – Quantinsti Quantra
Original price was: $367.00.$67.00Current price is: $67.00.
Description
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Mean Reversion Strategies In Python
APPLY MEAN REVERSION STRATEGIES
- Create four different types of mean reverting strategies
- Perform statistical test for identifying stationarity and co-integration
- Backtest pairs trading, triplets, index arbitrage and long-short strategy
- Explain the role of risk management
- Paper trade and live trade your strategies without any installations or downloads
MEAN REVERSION TRADING COURSE
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Introduction to the CourseThis 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
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Stationarity of Time Series
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Augmented Dickey-Fuller Test
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Mean Reversion Strategy
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Live Trading on Blueshift
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Live Trading Template
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Cointegration
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Pairs Trading
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Triplets
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Half Life
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Risk Management
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Best Markets to Pair Trade
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Index Arbitrage
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Long Short Portfolio
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Run Codes Locally on Your Machine
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Automated Trading Using IBridgePy
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Summary
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