Arbitrage and Volatility
| Module 1 | 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 |
| 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 |