Algorithmic Trading & Time Series Analysis in Python and R

Technical Analysis (SMA and RSI), Time Series Analysis (ARIMA and GARCH), Machine Learning and Mean-Reversion Strategies

Created by: Holczer Balazs
Software Engineer

What Will I Learn?

• Understand technical indicators (MA, EMA or RSI)
• Understand random walk models
• Understand autoregressive models
• Understand moving average models
• Understand heteroskedastic models and volatility modeling
• Understand ARIMA and GARCH based trading strategies
• Understand market-neutral strategies and how to reduce market risk
• Understand cointegration and pairs trading (statistical arbitrage)
• Understand machine learning approaches in finance

Requirements

• You should have an interest in quantitative finance and mathematics

Target audience

• Anyone who wants to learn the basics of algorithmic trading