Live demo event: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series
For tonite Oct 23 at 7pm EST
This is pretty well our first compete end to end R script strategy that includes real world market data capture, parallelizing processes with a complete model with plotting. As ARIMA is one of the most popular forecasting model types out there, I look at the various types of parameters used in auto-regression with p (AR)and q (moving average) parameters. I also show a custom function that can be used to auto fit this including parallelizing. It is important when to test for a stationary time series and when to differentiate it. I also show which R package to use to run an ARIMA processed simulation with proper prediction. End result plots are also generated.
FAQ: Q&A: How to get into hedge fund, HFT, and quant world?
I just keep getting questions like this all the time so this will be last time in responding to it:
I'm a undergraduate in electronics and communication studying in SRM University and i will be doing MS in Computational Science/ Simulation Science and i would like to work in Hedge Funds in the future. Can you tell me where to start from. I know basics of C and C++. Please suggest me some websites and books or links to start with financial engineering. I would like to streamline myself in financial engineering programming, i'm a novice in programming, but i'm sure i'll learn quickly!
My answer is simple. Learn how to use Google and Youtube to search your query. This site has tonnes of starting resources a well including my online resources in the Premium Membership. Join here while it is still cheap: http://quantlabs.net/membership.htm