R Course with Quant
| Module 1 | Intro |
|---|---|
| Unit 2 | An ARMA model R code walkthrough |
| Unit 3 | Checklist of forecasting with ARIMA: is time series stationary, differentiate, ARIMA(p,d,q), and which AMRA model to use? |
| Unit 4 | R code walkthrough: Detrend to use Auto ARIMA modelling and forecast with statistical data and Ljung BoxTest |
| Unit 5 | My first version of ARIMA R script with Forex data and Equity 1 and 5 min frequency |
| Unit 6 | Bayesian analysis to Compare algorithms with Gibbs |
| Unit 7 | Markov Chain R source code walkthrough |
| Unit 8 | Monte Carlo R Walkthrough Demo |
| Unit 9 | An alternative to running a Monte Carlo simulation |
| Unit 10 | R code walkthrough Mean Absolute Deviation with Efficiency Frontiers Demo |