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This course is about time series analyses. You will use R as the programming language and RStudio as the integrated developement environment.nnPurchase Holczer Balazs – Quantitative Finance & Algorithmic Trading II – Time Series courses at here with PRICE $29 $9
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Holczer Balazs – Quantitative Finance & Algorithmic Trading II – Time Series
nnThis course is about time series analyses. You will use R as the programming language and RStudio as the integrated developement environment.nnIMPORTANT: only take this course, if you are interested in statistics and mathematics !!!nnThe 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:nnwhite noisenmoving average modelnautoregressive modelnconditional heteroskedastic modelsnnIn 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!nnYour InstructornnHolczer BalazsnHolczer BalazsnnMy name is Balazs Holczer. I am from Budapest, Hungary. I am qualified as a physicist and later on I decided to get a master degree in applied mathematics. At the moment I am working as a simulation engineer at a multinational company. I have been interested in algorithms and data structures and its implementations especially in Java since university. Later on I got acquainted with machine learning techniques, artificial intelligence, numerical methods and recipes such as solving differential equations, linear algebra, interpolation and extrapolation. These things may prove to be very very important in several fields: software engineering, research and development or investment banking. I have a special addiction to quantitative models such as the Black-Scholes model, or the Merton-model. Quantitative analysts use these algorithms and numerical techniques on daily basis so in my opinion these topics are definitely worth learning.nnCourse CurriculumnnIntroductionnnIntroduction (1:20)nnIntsalling RStudio (1:02)nnTime Series Analysis – BasicsnnTime series features (5:55)nnBasic statistics I – mean and variance (7:19)nnBasic statistics II – covariance (6:03)nStationarity (6:55)nnCorrelogram (8:26)nnRandom Walk ModelnnWhite noise introduction (6:04)nnRandom walk introduction (6:57)nnModeling assets with random walk (3:51)nnAutoregressive Model (AR)nnAutoregressive model introduction (7:02)nnHow to select the best model? (2:25)nnAutoregressive model example (3:59)nnModeling assets with autoregressive model (6:27)nnMoving Average Model (MA)nnMoving average model introduction (4:18)nnMoving average model example (6:40)nnModeling assets with moving average model (4:12)nnAutoregressive Moving Average Model (ARMA)nnAutoregressive moving average model introduction (2:21)nnLjung-Box test (2:50)nnAutoregressive moving average model example (3:42)nnAutoregressive moving average model example II (5:41)nnModeling assets with ARMA model (6:34)nnAutoregressive Integrated Moving Average Model (ARIMA)nnARIMA model introduction (3:33)nnARIMA model example (2:59)nnModeling assets with ARIMA model (5:09)nnAutoregressive Conditional Heteroskedatic Model (ARCH)nnHeteroskedasticity in finance (3:44)nnARCH model introduction (7:26)nnGeneralised Autoregressive Heteroskedastic ModelnnGARCH model introduction (2:12)nnGARCH model example (5:14)nnModeling assets with GARCH model (5:28)nnFOREX Trading StrategynnFOREX trading strategy implementation I (2:29)nnFOREX trading strategy implementation II (4:48)nnFOREX trading strategy implementation III (5:46)nnFOREX trading strategy implementation IV (6:23)nnFOREX trading strategy implementation V (3:54)nnFOREX trading strategy implementation VI (2:53)nnStock Market Trading StrategynnStock market trading strategy implementation I (1:28)nnStock market trading strategy implementation II (3:09)nnCourse MaterialnnGet Holczer Balazs – Quantitative Finance & Algorithmic Trading II – Time Series downloadnnSource code & slidesnnFrequently Asked QuestionsnnWhen does the course and finish?nThe course s now and never ends! It is a completely self-paced online course – you decide when you and when you finish.nHow long do I have access to the course?nHow does lifetime access sound? After enrolling, you have unlimited access to this course for as long as you like – across any and all devices you own.nWhat if I am unhappy with the course?nWe would never want you to be unhappy! If you are unsatisfied with your purchase, contact us in the first 30 days and we will give you a full refund.nnReadmore: http://archive.is/0RWSSnnPurchase Holczer Balazs – Quantitative Finance & Algorithmic Trading II – Time Series courses at here with PRICE $29 $9Trading 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.
