If you are into machine learning, this is one popular technique used for forecasting. Actually, using Bayesian appears to be standard. Many people have like this posting which is an entire tutorial on how to accomplish this task. Here is the article for you:
https://towardsdatascience.com/bayesian-linear-regression-in-python-using-machine-learning-to-predict-student-grades-part-2-b72059a8ac7e
Is R better
This particular totorial is completed in Python but R could be somewhat useful in other instances.
Lastly, I am quite surprised on how well my old legacy R course was quite popular. In case you missed it, here are the details:
I just posted this old legacy R course if you are interested. This include R code walkthrough. I have many posted on this language here
Purchase here if interested
http://quantlabs.net/academy/buy-all-of-our-r-courses/
To be quite honest, I am quite surprised on how popular this seems to be among my site visitors.
Note that this is older version of R using version 2.15!
Here are the details with a video at this location
R Course with Technical Analysis
R Course with Technical Analysis
Module 1
Technical Analysis in R
Technical Analysis in R
Unit 1
30 day moving average function
Unit 2
2 sided moving average for mean rolling window
Unit 3
R Code Walkthrough Improved Moving Average using intra day for Forex data
Unit 4
The improved moving average
Unit 5
R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter
Unit 6
Love level Improved Moving Average functions with testing code
Unit 7
R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters pt 2
Unit 8
R source code for trading script including MACD, Omega performance, RSI, and Bollinger Band measuring strategy and portfolio performance with plots Pt 3
R Course with Quant including GARCH
Module 1
Quant trading in R
Quant trading in R
Unit 1
Walthrough Parallel R Model Prediction Building and Analytics
Unit 2
Intro to GARCH forecasting with various R packages
Unit 3
How to use GARCH for predict market movements
Unit 4
How to use GARCH to predict distributions
Unit 5
GARCH trading R script walkthrough with a rolling window
R Course with Quant
R Course with Quant
Module 1
Intro
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
R Course with Mean Reversion and Pair Trading
Module 1
Mean Reversion in R
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
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
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
R Course with Arbitrage and Volatility
Arbitrage and Volatility
Module 1
Arbitrage in R
Arbitrage in R
Unit 1
Beating a random walk with arbitrage
Unit 2
Beating a random walk with arbitrage
Unit 3
Time Based Arbitrage Opportunities in Tick Data: Why low latency is needed in HFT?
Unit 4
Building a currency graph with arbitrage
Unit 5
Arbitrage: Modelling returns with CAPM APT aka Abritrage Pricing Theory
Unit 6
Indian equity market index NIFTY anaysis with CAPM vs APT aribitrage pricing theory using PCA and moment analysis
Module 2
Volatility in R
Volatility in R
Unit 1
R Code Walkthrough Adding a volatility filter with VIX
Unit 2
R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter
Unit 3
Mean Reverting with Volatility Spike
Unit 4
Trading with GARCH volatility R script walkthrough demo
Unit 5
Jeff Augen volatility spike code
Reminder from yesterday. This closes out TONIGHT as well:
This is the your chance to learn about behind the scenes of these trading patterns I presented on Monday night. I have made this replay video now private which means it is only available to my Quant Elite Members. This is a very limited and exclusive offering to access it! I even revealed the source of how the Python code was created to generate them, This will never be seen again after this Friday! It is way too valuable that I don’t need the world to know how these work.
This posting will be removed this Friday night Eastern Standard Time (same as NYC)!
I Want To Learn Trading Patterns Now
Get your access to this via my 3 month Quant Elite Membership if interested!
Please find the upcoming new items I will be adding the next few months for this membership:
1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System
2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading. (this is partially done now with access for this membership)
3. Daily charting within the Quant Analytics service.
Here are the details with benefits of this trial membership
http://quantlabs.net/academy/introduction-quant-elite-membership/
REMEMBER: My patterns talk will be removed forever as of Friday!!!
Always remember I just created the online store for all other product and services.
I Want to Learn Trading Patterns Now
Please find the upcoming new items I will be adding the next few months for this membership:
1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System
2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading. (this is partially done now with access for this membership)
3. Daily charting within the Quant Analytics service.
Here are the details with benefits of this trial membership
http://quantlabs.net/academy/introduction-quant-elite-membership/
RMEMEBER: My patterns talk will be removed forever as of Friday!!!
Always remember I just created the online store for all other product and services.
P.S. Let me know if you are interested in an annual term as well.
HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>
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!
