Improve your trading strategies with R code for usage of profit off tick data patterns, trade direction, downside risk, trade signals, PCA
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:
Are you looking to get started on quant trading as soon as possible? I’m just about to post some crucial source code in R. Here’s what I’ll be including:
* Better Data: Get your hands on high frequency market data. Includes realized volatility, the bid/ask spread, trade direction, and calendar patterns with tick patterns
* How To Use Performance Analytics: display relative performance, calculate downside risk, show relative return risk, and compare distributions
* How To Prepare For All Outcomes: Estimate parameters for back testing, create trading signals, and then evaluate back-testing performance
* Principal Component Analysis: How to use it for financials within R.
And that’s just the tip of a growing iceberg for Premium members. Accelerate your learning right now:
Get even more benefits including our HFT and Algo Development courses, software tool kits, and more!
P.S. Remember: R is totally free as it’s open source. You don’t need expensive proprietary software packages to work with it. Volatility forecasting, pairs trading, cointegration, estimating, simulation, and much more. It’s all coming ASAP!FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!