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Cointegration

Excellent tutorial on using urca R package for VAR, Cointegration, Statistical Tests, Non Stationary , benchmark estimating models

Excellent tutorial on urca R package for VAR, Cointegration, Statistical Tests, Non Stationary Processes , benchmarks, estimating models Wow! This tutorial at http://www.pfaffikus.de/download/tutorial-useR2008.pdf is quite excellent! As I look for cointegration tests like Dickey Fuller, this tutorial has it! Also, there are some demos on VAR with traditional processes. I must say I have validated …

Excellent tutorial on using urca R package for VAR, Cointegration, Statistical Tests, Non Stationary , benchmark estimating models Read More »

Matlab webinar on Cointegration and Pairs Tradin with Econometric Toolbox download

Matlab webinar on Cointegration and Pairs Tradin with  Econometric Toolbox download Thanks for a member for sending this. > > I recently came across a bunch of Matlab webinars and one of them was > titled ‘Cointegration and Pairs Trading with Econometrics Toolbox’. I > was wondering whether you have seen that one already. As …

Matlab webinar on Cointegration and Pairs Tradin with Econometric Toolbox download Read More »

URLs for Moving average, pair trading, cointegration, spread trading model with trading strategy for Twitter using Python

URLs for Moving average, pair trading, cointegration, spread trading model with  trading strategy for Twitter using  Python of course my Premium Members get access but you can get access 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 …

URLs for Moving average, pair trading, cointegration, spread trading model with trading strategy for Twitter using Python Read More »

See these amazing R script source code link for a market forecasting model or startegy of moving average, pair trading, and cointegration

See these amazing R script source code link for a market forecasting model or startegy of moving average, pair trading, and cointegration I have provided some of the best Link URLs for these R scripts. I also prepare the R source to ensure iut works with a complete R source code walkthrough. Some of these …

See these amazing R script source code link for a market forecasting model or startegy of moving average, pair trading, and cointegration Read More »

I am now Researching the best possible cointegration model or strategy with R source with video and webinar coming soon

I am now Researching  the best possible cointegration model or strategy with R source with video and webinar coming soon These video source code video walkthroughs will be posted for Quantlabs.net Premium members so get access here. NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I …

I am now Researching the best possible cointegration model or strategy with R source with video and webinar coming soon Read More »

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

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 …

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

R source code coming soon to do volatility forecasting, pair trading, cointegration, estimating, simulation, and way much more!

R source code coming soon to do volatility forecasting, pair trading, cointegration, estimating, simulation, and way much more! As a continuation of my Algorithm, Modelling, and Strategy Development courses, I will be posting R source code to show how to do the following in the coming weeks: 1.    Trade using a GARCH volatility forecast 2.    …

R source code coming soon to do volatility forecasting, pair trading, cointegration, estimating, simulation, and way much more! Read More »

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 »

Video lessons on random walk, market efficiency, cointegration for quant algo strategy development with Windows 8, SQL, .NET 4.5, VS 2012

Video lessons on random walk, market efficiency, cointegration for quant algo strategy development course with preview on Windows 8, SQL, .NET 4.5, VS 2012 Hi there Here are the latest detailed video lessons I have added to the new Algo and Strategy Development course: * Maximize number of Intraday Sharpe Ratio * Random walk theory …

Video lessons on random walk, market efficiency, cointegration for quant algo strategy development with Windows 8, SQL, .NET 4.5, VS 2012 Read More »

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