Tag Archives: l forecasting

Survey says! Next chosen quant trading strategy model forecasting types to be focused on will be Pairs Trading and GARCH

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?

All the code will be implemented in my custom trading platform but the source code will be available to Elite members.

Check what I got on Youtube

For GARCH: http://www.youtube.com/user/quantlabs/search?query=garch

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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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!