New Videos posted on Volatility Modelling, Cointegration, Fat Tail Analysis, Bid Ask Spread for Algo Strategy Development New Videos posted on Volatility Modelling, Cointegration, Fat Tail Analysis, Bid Ask Spread for Algo Strategy Development

Hi there: I’ve just added these latest detailed video lessons to the new Algo and Strategy Development course: -Working with tick data to predict bid ask spread -Volatility modeling -Cointegration with Engle and Granger Test and error correction model -Skewness, kurtosis (fat tail analysis), volatility with variance -Orders Used in Microstructure Trading with Illiquid ratio …

New Videos posted on Volatility Modelling, Cointegration, Fat Tail Analysis, Bid Ask Spread for Algo Strategy Development New Videos posted on Volatility Modelling, Cointegration, Fat Tail Analysis, Bid Ask Spread for Algo Strategy Development Read More ยป