Live demo event: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series

(Last Updated On: October 16, 2012)

Live demo event: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series

This is pretty well our first compete end to end R script strategy  that includes real world market data capture, parallelizing processes with a complete model with plotting. As ARIMA is one of the most popular forecasting model types out there, I look at the various types of parameters used in auto-regression with p (AR)and q (moving average) parameters. I also show a custom function that can be used to auto fit this including parallelizing.  It is important when to  test for  a stationary  time series and when to differentiate it. I also show which R package to use to run an ARIMA processed simulation with proper prediction. End result plots are also generated.

Note: You will need access into the QuantLabs.net Premium membership to get access to this webinar! Get INSTANT ACCESS HERE!

 

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs