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Mean Reversion Strategies In Python by Dr. Ernest P. Chan – Quantinsti Quantra

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You will create different mean reversion strategies such as Index Arbitrage, Long-short portfolio using market data and advanced statistical concepts. A must-do course for quant traders.

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Mean Reversion Strategies In Python

Offered by Dr. Ernest P Chan, this course will teach you to identify trading opportunities based on Mean Reversion theory. You will create different mean reversion strategies such as Index Arbitrage, Long-short portfolio using market data and advanced statistical concepts. A must-do course for quant traders.

APPLY MEAN REVERSION STRATEGIES

  • Create four different types of mean reverting strategies
  • Perform statistical test for identifying stationarity and co-integration
  • Backtest pairs trading, triplets, index arbitrage and long-short strategy
  • Explain the role of risk management
  • Paper trade and live trade your strategies without any installations or downloads

MEAN REVERSION TRADING COURSE

ABOUT AUTHOR

Dr. Ernest P. Chan
Dr. Ernest Chan is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. QTS manages a hedge fund as well as individual accounts. He has worked in IBM human language technologies group where he developed natural language processing system which was ranked 7th globally in the defense advanced research project competition. He also worked with Morgan Stanley’s Artificial intelligence and data mining group where he developed trading strategies.

Purchasing Mean Reversion Strategies In Python by Dr. Ernest P. Chan – Quantinsti Quantra course now, You can get it with the LIFETIME SUPPORT and UNLIMITED DOWNLOAD.


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