Buy it now at $67
http://www.youtube.com/watch?v=x6whJzGXFXE
R Course with Mean Reversion and Pair Trading
R Course with Mean Reversion and Pair Trading
| Module 1 | Mean Reversion in R |
|---|---|
| Mean Reversion in R | |
| Unit 1 | Backtesting a Strategy with Mean Reversion |
| Unit 2 | Mean Reversion Euler with Ornstein Uhlenbeck process |
| Unit 3 | Pairs trading R source code walkthrough with mean reverting logic, spread and beta calculation |
| Module 2 | Pair Trading in R |
| Pair Trading in R | |
| Unit 1 | Poor mans Pair Trading with Cointegration R Walkthrough |
| Unit 2 | Pair trading with S&P 500 companies |
| Unit 3 | Pairs trading with testing cointegration |
| Unit 4 | Seasonal pair trading |
| Unit 5 | Test for stationary in time series with null hypothesis test and p-value using Augmented Dickey Fuller |
| Unit 6 | Pairs Trading R Code Walkthrough |
| Unit 7 | Pairs trading with a Hedge Ratio Demo |
| Unit 8 | R Code Walkthrough Back testing with trading pair with CAPM |
| Unit 9 | Gold versus Fear in Cointegration test |