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Matlab Econometrics Toolbox
Matlab Econometrics Toolbox
Module 1 Econometrics Toolbox
Econometrics Toolbox
Unit 1 Algo course conclusion
Unit 2 Comparing GARCH fits in Matlab
Unit 3 Comparing GARCH fits in Matlab
Unit 4 Demo of complete GARCH workflow in estimation, forecasting, simulation, and analysis
Unit 5 Demo of random walk in Matlab
Unit 6 Estimating GARCH parameters in Matlab
Unit 7 Forecast Conditional Mean Response using ARIMA
Unit 8 Model construction with GARCH in Matlab
Unit 9 Using regression demo for fine tuning your estimating the markets
Unit 10 Comparing various GARCH parameters in Matlab
Unit 11 Demo of Unit Root testing for stationary time series in Matlab
Unit 12 Financial time series GUI tool client demo
Unit 13 How to infer residuals with GARCH or ARMAX in Matlab
Unit 14 Volatility Simulation with GARCH in Matlab
Unit 15 Here is an introductory video to how the R source code walkthroughs will work
Unit 16 Model section using GARCH / ARMAX in Matlab
Unit 17 Calculate max drawdown and expected max drawdown
Matlab Financial Toolbox
Matlab Financial Toolbox
Module 1 Financial Toolbox
Financial Toolbox
Unit 1 High Low Close and Bollinger Chart Demo
Unit 2 Matlab code model walkthrough demo of Mean Reverting, Maximum Likelihood,Ordinary Least Squares, Simple Regression, Greek Analysis
Unit 3 Performance metrics with Sharpe Ratio, risk adjusted return, Lower Partial Moments
Unit 4 Using ARMA in Matlab
Unit 5 Using regression demo for fine tuning your estimating the markets
Unit 6 Technical analysis demo with RSI, MACD, Williams %R, OBV
Unit 7 Time series demo with Matlab Finance Toolbox
Unit 8 Visual financial time series
Matlab Toolboxes: Signal Processing, Stats, Math
Matlab Toolboxes: Signal Processing, Stats, Math
Module 1 Signal Processing Toolbox
Signal Processing Toolbox
Unit 1 Anti-Causal, Zero-Phase Filter Implementation from Matlab Signal Processing
Unit 2 Cross correlation from signal processing toolbox
Module 2 Stats Toolbox
Stats Toolbox
Unit 1 Fitting copulas to data
Unit 2 ANOVA
Unit 3 MANOVA
Unit 4 Analysis of covariance tool
Unit 5 Cumulative density function with parametric and esimtating empirical cdf
Unit 6 Demo of dfittool for distribution fit GUI tool
Unit 7 Types of distributions
Unit 8 K Means Clustering
Unit 9 Markov Chains
Unit 10 Portable density function estimating with parameters or no paramaters
Unit 11 Princinple Component Analysis
Module 3 Math Toolbox
Math Toolbox
Unit 1 Summation (sum) Matlab sample code
Unit 2 Using eigenvector decomposition using eigenvalues or eigenvector
Unit 3 Factorization with Cholesky, LU, and DR
Unit 4 Fast Fourier Transform with Example of Basic Spectral Analysis
Unit 5 Interpolation
Unit 6 Ordinary Differential Equations with Single PDE and System of PDEs
Matlab Strategy Development Demos and Researching WIth Simuilink
Matlab Strategy Development Demos and Researching With Simuilink Code generation demos to C or C++ demos included NOTE: This requires a further QuantLabs.net Premium Membership for link references http://quantlabs.net/membership.htm
Module 1 Matlab Development Module
Matlab Development Module
Unit 1 Matlab Code Walkthru with Bayesian Analysis for a Logistic Regression Model
Unit 2 Demo of Matlab M Code Generation to CPP with Moving Average Algorithm with source code,video of Excel import of market data
Unit 3 How to import forex pair into Matlab workspace using Excel IQFeed and QCcollector
Unit 4 Video Walkthrough of first Matlab Simulink model with Stateflow and C++ Code Generation
Unit 5 Important examples of .NET C# testing examples to call Simulink code generated

 

R Course with Technical Analysis
R Course with Technical Analysis
Module 1 Technical Analysis in R
Technical Analysis in R
Unit 1 30 day moving average function with all course source code
Unit 2 2 sided moving average for mean rolling window
Unit 3 R Code Walkthrough Improved Moving Average using intra day for Forex data
Unit 4 The improved moving average
Unit 5 R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter
Unit 6 Love level Improved Moving Average functions with testing code
Unit 7 R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters pt 2
Unit 8 R source code for trading script including MACD, Omega performance, RSI, and Bollinger Band measuring strategy and portfolio performance with plots Pt 3
R Course with Quant including GARCH
R Course with Quant including GARCH
Module 1 Quant trading in R
Quant trading in R
Unit 1 Walthrough Parallel R Model Prediction Building and Analytics
Unit 2 Intro to GARCH forecasting with various R packages
Unit 3 How to use GARCH for predict market movements
Unit 4 How to use GARCH to predict distributions
Unit 5 GARCH trading R script walkthrough with a rolling window
R Course with Quant
R Course with Quant
Module 1 Intro
Intro
Unit 2 An ARMA model R code walkthrough
Unit 3 Checklist of forecasting with ARIMA: is time series stationary, differentiate, ARIMA(p,d,q), and which AMRA model to use?
Unit 4 R code walkthrough: Detrend to use Auto ARIMA modelling and forecast with statistical data and Ljung BoxTest
Unit 5 My first version of ARIMA R script with Forex data and Equity 1 and 5 min frequency
Unit 6 Bayesian analysis to Compare algorithms with Gibbs
Unit 7 Markov Chain R source code walkthrough
Unit 8 Monte Carlo R Walkthrough Demo
Unit 9 An alternative to running a Monte Carlo simulation
Unit 10 R code walkthrough Mean Absolute Deviation with Efficiency Frontiers Demo
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
R Course with Arbitrage and Volatility
Arbitrage and Volatility
Module 1 Arbitrage in R
Arbitrage in R
Unit 1 Beating a random walk with arbitrage
Unit 2 Beating a random walk with arbitrage
Unit 3 Time Based Arbitrage Opportunities in Tick Data: Why low latency is needed in HFT?
Unit 4 Building a currency graph with arbitrage
Unit 5 Arbitrage: Modelling returns with CAPM APT aka Abritrage Pricing Theory
Unit 6 Indian equity market index NIFTY anaysis with CAPM vs APT aribitrage pricing theory using PCA and moment analysis
Module 2 Volatility in R
Volatility in R
Unit 1 R Code Walkthrough Adding a volatility filter with VIX
Unit 2 R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter
Unit 3 Mean Reverting with Volatility Spike
Unit 4 Trading with GARCH volatility R script walkthrough demo
Unit 5 Jeff Augen volatility spike code
Quant Algorithm Course including Pair Trading, Arbitrage, Autoregressive,
Quant Algorithm Course including Pair Trading, Arbitrage, Autoregressive,
Module 1 Arbitrage
Arbitrage
Unit 1 Event arbitrage using point forecasts, corporate news, and use within forex
Unit 2 Market neutral arbitrage using CAPM
Unit 3 Statistical arbitrage in high frequency setting Mathematical Foundation
Unit 4 Uncovered interest parity arbitrage
Unit 5 Liquidity arbitrage
Module 2 Pair Trading
Pair Trading
Unit 1 Cointegration based test on Market efficiency
Unit 2 Cointegration with Engle and Granger Test and error correction model
Module 3 Autoregressive
Autoregressive
Unit 1 Autoregressive (AR) estimation models
Unit 2 Autocorrelation with t-ratio and Ljung Box tests
Module 4 Quant Misc
Quant Misc
Unit 1 Non linear models with Brownian Motion
Unit 2 Nonparametric Estimation of Nonlinear Models
Unit 3 Orders Used in Microstructure Trading with Illiquid ratio Amihud
Unit 4 Probability of observing exactly k arrivals
Unit 5 Random walk theory for market inefficiency
Unit 6 Working with tick data for Bid ask spread
Unit 7 Core portfolio optimization framework
Unit 8 Volatility modelling
Quant Algorithm Course with Backtesting and Measurement
Quant Algorithm Course with Backtesting and Measurement
Module 1 Backtesting
Backtesting
Unit 1 Back-testing trading models with evaluating point forecasts
Module 2 Measurement
Measurement
Unit 1 Executing and monitoring high frequency trading with market aggressiveness selection
Unit 2 Market impact costs
Unit 3 Maximum number of intraday Sharpe ratio
Unit 4 Measuring credit and Counterparty risk
Unit 5 Measuring credit and Counterparty risk
Unit 6 Measuring Market Risk with Risk Management
Unit 7 Information based impact
Unit 8 Performance attribution also known as benchmarking
Unit 9 Profitability in limit orders
Unit 10 Portfolio optimization in the presence of transaction costs
Unit 11 Sharpe ratio from Chapter 5
Module 3 Simpler Algo
Simpler Algo
Unit 1 Simple returns, log return, and average returns
Unit 2 Skewness, Kurtosis (fat tail analysis), Volatility is variance of log or simple returns
Unit 3 Periodic or simple rate of return
Open Source Trading Platform Development
Open Source Trading Platform Development This includes QuantLib, QuantLibXL, and Tradelink platform software. All are open source where QuantLib is developed in C++. Tradelink is developed in Microsoft .NET with C#
Module 1 Open Source Trading Platform Development Module
Open Source Trading Platform Development
Unit 1 QuantLib and QuantLibxL Course
Unit 2 High Frequency Trading (HFT) Course with Open Source Tradelink