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
-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
There will be 70+ lessons just like this when the course is complete.
For more information and access details, please go here:
Find out more about the course and other huge benefits including HFT platform building, QuantLibXL analysis and MATLAB
See you there!
P.S. Curious about the new online Algo Strategy Development course in particular? Here’s a quick itinerary…
1. Evaluating Performance and HFT Strategies
2. Order Types For HFT
3. Market Inefficiency And Profit Opportunities In Different Frequencies
4. Searching For HFT Opportunities
5. Working With Tick Data
6. Trading On Market Micro Structure
7. Event Arbitrage
8. Statistical Arbitrage In HFT
9. Managing Portfolios
10. Back Testing Trading Models
11. Risk Management
12. Executing And Monitoring HFT Environment
13. Post Trading Profitability Analysis
Over 72 algos are already preloaded ready to go!
P.P.S. The course is available only to Premium members. Find out about everything on offer right here …
Click here to join the QuantLabs.Net Premium membership
New Videos posted on Volatility Modelling, Cointegration, Fat Tail Analysis, Bid Ask Spread for Algo Strategy DevelopmentFACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!