Tag Archives: AR(2)

Discover which forecasting model’s the clear winner amongst trading professionals right now. ARIMA, AR(12, AR(2), etc

Hi there

 This is Bryan again. 

I just want to remind you of something important.

I recently posted a survey of all the popular forecasting models used
by trading professionals. The results so far? Right now it looks like
ARIMA is the hottest forecasting algo out there.

Do you know exactly how to use ARIMA to improve your price forecasting
in any key market?

No? Then I have what you need to catch up fast. I've created ARIMA
video walkthroughs for my Quantlabs.net Premium members which include
R source code and videos. Plus the popular Ljung-Box test which helps
deliver more precise results.

This ARIMA video series and lessons help those who want to learn more
about ARIMA auto regressive (i.e. AR(1,1)) techniques with demos
covering multiple statistical simulation parameters too. In fact, the
supplied references I've hand-picked are easily the most comprehensive
-- and yet simple-to-learn -- versions that I've discovered online.

And of course, I've spent grueling amounts of time to ensure that the
supplied R code really does work. The private videos, source code, and
PDFs provide an end-to-end tutorial for how ARIMA can help your
trading today.

QuantLabs.net Premium members get these ARIMA videos and postings plus
many more assets including GARCH, PCA, Markov Chains and Monte Carlo
simulations. Not to mention open source software projects and
algorithm courses too.

In the near future, this growing community will be not be networking
with "just" private webinars and demos but also -- and this is the big
one! -- live group sessions to build proprietary strategies, models
and algorithms for automated trading!

I can't wait for it, and it's coming very soon. Become part of this
unique, powerful, and fast-growing private membership group today. Get
exact instant access:

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

Get more information on the other resources available to Premium
members:

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

See you "on the inside"!

Bryan Downing

Quantlabs.net Editor

"Those that know, don't tell. Until now."

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!

The secret shortcut to valuation when regular analysis fails: Using Monte Carlo and a ARIMA models with MA AR(1) or AR(2) simulation

The secret shortcut to valuation when regular analysis fails: Using Monte Carlo and a ARIMA models with MA AR(1) or AR(2) simulation

Hi there,

Are you interested in accurately valuing complex options and other derivatives … as well as fixed income instruments?

And doing it faster than your competition?

It’s not very straightforward to get an accurate valuation, you know. That’s because you’ll never have enough data to get a perfect picture of a given instrument or portfolio. You have to “approximate” the data or your computations will never finish!

Unless you know how to use the Monte Carlo method, of course. It’s an ingenious shortcut not many traders understand. Here’s how it works:

1. First you define a domain of possible inputs. Then …
2. Generate inputs randomly from a probability distribution over the domain. And …
3. Perform a deterministic computation on the inputs.
4. Finally, you aggregate the results.

Done correctly, this method is surprisingly accurate. Not just for individual instruments, but entire portfolios. You can even simulate an entire stock market to practice trading stocks without risk!

In fact, for situations with more than 3 or 4 degrees of freedom, formulae such as Black Scholes (i.e. analytic solutions) don’t even exist, while other numerical methods such as the Binomial options pricing model and finite difference methods face several difficulties and are impractical.

In these cases, Monte Carlo methods converge to the solution more quickly, require less memory and are easier to program.

The programming gets even easier with my latest offering to Premium members. You see, I’m just finishing up a walkthrough video that explains what you need to know about using Monte Carlo simulations.

It’s absolutely essential if you want to minimize your learning curve for this very powerful tool. Especially when I’m including all the relevant source code in R for you. It doesn’t get any easier than this!

Get get access to this tutorial now:

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

Other videos will cover Stochastic Volatility … Markov Chain … Autoregressive (AR(1)) and GARCH forecasting … Bootstrapping … Dynamic Linear Modeling … and more!

Learn about the rest of Premium benefits including our HFT and Algo Development courses, software tool kits, and more!

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

Good trading,

Bryan

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!

R Source Code Walkthru videos with Survey for Future Member WebinarsL Monte Carlo and ARIMA model forecasting with AR(1) AR(2)

R Source Code Walkthru videos with Survey for Future Member WebinarsL Monte Carlo and ARIMA model forecasting with AR(1) AR(2)

Hey there

As some members asked for webinars and more community, I have posted a quick survey to see what schedule works best for people. Please help out by answering:

http://quantlabs.net/surveys/2012/06/19/what-time-works-best-for-quantlabs-net-webinars-for-members-and-public-visitors/

 

See the video listed below by joining: http://quantlabs.net/membership.htm

I have posted the first of a series of my walkthough intro videos:

Introductory to the video walkthroughs:
xx
Monte Carlo R Videos:
xx

Introductory Walkthrough of Time Series with ARIMA models including AR(1), AR(2), MA

 

xx

Let me know what you think.

Bryan

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!