R Course with Mean Reversion and Pair Trading
Module 1 | Mean Reversion in R |
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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 |
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 |