Survey says! Next chosen quant trading strategy model forecasting types to be focused on will be Pairs Trading and GARCH
This according to my survey of http://quantlabs.net/surveys/2012/06/29/what-financial-forecasting-model-type-do-you-focus-on-within-r-or-other-statistical-tool/
We have played with a moving average indicator so now we focus on Pair Trading and GARCH!
My prediction will be that the pairs trading will most likely use a popular webinar technique of Mathwork’s MATLAB.
As for GARCH, there is a wide variety ways of doing it so I may visit Matlab’s techniques as explained in my Matlab courses
But I most likely integrate the R ones as they are more advanced. Oddly enough huh?
Check what I got on Youtube
For Pairs Trading: http://www.youtube.com/user/quantlabs/search?query=pair
Did I mention you do get all SOURCE CODE in all of the above examples???
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