fbpx

Quant development: Firm Toronto Meetup Jan 17 at 7pm Pair Trading in R

(Last Updated On: December 29, 2011)

Quant development: Firm Toronto Meetup Jan 17 at 7pm Pair Trading in R

http://www.meetup.com/quant-finance/events/44899052/

Quant Finance Meetup member Alon Honig is stepping up to the plate. He has proposed topics including:
Details:
Pairs Trading With R”
learn how to determine the profitability of a Pairs Trading arbitrage
strategy using the popular R program suite.
The presentation will include data and a complete R script so that you
may create and test your own strategies

Also:

I am currently running a side
statistical consulting business (in addition to my insurance
consulting job) that focuses on financial applications. I an very well
versed in R programming language and think that the members may
benefit from being introduced to this new platform.

the Presentation would follow the current format:
1) “quick” mathematical background on means (i.e. average) and medians
and how one calculates them
2) create an R function live that calculates the mean/median
3) explain the “pairs” trading strategy
3) apply both the statistical models to a pairs trading strategy
4) draw conclusions
5) questions

This will be a very good topic nad I like what I see in R so I am definitely going.
We are trying to sort the location for the NYorth Library or downtown still but
the date is firm at this point.

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Subscribe For Latest Updates

Sign up to best of business news, informed analysis and opinions on what matters to you.
Invalid email address
We promise not to spam you. You can unsubscribe at any time.

NOTE!

Check NEW site on stock forex and ETF analysis and automation

Scroll to Top