Quant Algorithm Course including Pair Trading, Arbitrage, Autoregressive
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
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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