R Course with Mean Reversion and Pair Trading

R Course with Mean Reversion and Pair Trading

Module 1 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
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
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