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Improve your trading strategies with R code for prediction, pair trading, cointegration, back testing, etc

(Last Updated On: May 31, 2012)

My Algorithm, Modelling, and Strategy Development courses just keep getting bigger and better. In the next few weeks, I’ll be posting R source code to teach you exactly how to:

1. Trade using a GARCH volatility forecast

2. Model for VAR, simulation/estimation, statistical tests, benchmarks, cointegration with the Engle & Granger Two-Step Procedure, and autoregressive moving average models

3. Conduct proper time series analysis with simple component analysis, linear filtering, decomposition, regression analysis, exponential smoothing and prediction, autocorrelation, and parameter estimation and prediction with ARIMA models

4. Carry out pair trading with plotting spreads, Dickey–Fuller and Phillips-Perron tests, estimated parameters for back testing, valid trade signals, and properly back tested performances.

If you’re interested in any of the above (and there’s more coming), then …

Get in the action now! Start learning how to accurately predict market moving events like volatility and pricing trends.

–>http://quantlabs.net/dlg/sell.php?prodData=m%2C3
<–

Get even more benefits including our HFT and Algo Development courses, software tool kits, and more!

–> http://quantlabs.net/quant-member-benefits/ <–

Good trading,

Bryan

P.S. Remember: R is totally free as it’s open source. You don’t need expensive proprietary software packages to work with it. Volatility forecasting, pairs trading, cointegration, estimating, simulation, and much more. It’s all coming ASAP!

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!

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