Unit details:
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
Price: $47.00
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 |