You are currently accessing the institutional-grade blueprint for Mean Reversion Strategies In Python by Dr. Ernest P. Chan – Quantinsti Quantra. Instant digital deployment and lifetime access are guaranteed immediately upon transaction clearance.
Salepage link: At HERE. Archive: https://archive.is/B3O96nTotal sizes: 216 MB – include:nBuy now $69 $367, Mean Reversion Strategies In Python by Dr. Ernest P. Chan – Quantinsti Quantra Course.nMean Reversion Strategies In Python
nOffered 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.
nAPPLY MEAN REVERSION STRATEGIES
nCreate four different types of mean reverting strategies
nPerform statistical test for identifying stationarity and co-integration
nBacktest pairs trading, triplets, index arbitrage and long-short strategy
nExplain the role of risk management
nPaper trade and live trade your strategies without any installations or downloads
nMEAN REVERSION TRADING COURSE
nIntroduction to the CoursenThis 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.nIntroduction by Dr. Ernest ChannIntroduction to Mean Reversion StrategynCourse Structure Flow DiagramnQuantra Features and GuidancenTypes of Statistical Arbitrage Strategies
nStationarity of Time Series
nAugmented Dickey-Fuller Test
nMean Reversion Strategy
nLive Trading on Blueshift
nLive Trading Template
nCointegration
nPairs Trading
nTriplets
nHalf Life
nRisk Management
nBest Markets to Pair Trade
nIndex Arbitrage
nLong Short Portfolio
nRun Codes Locally on Your Machine
nAutomated Trading Using IBridgePy
nSummary
nABOUT AUTHOR
nDr. Ernest P. ChannDr. 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.Trading foreign exchange and algorithmic assets on margin carries a high level of risk and may not be suitable for all investors. Past performance does not guarantee future results.
