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Description
Dr. Ernest P Chan – Mean Reversion Strategies In Python
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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.
SKILLS COVERED
PREREQUISITES
It is expected that you have some trading experience and understand basic financial markets terminology like sell, buy, margin, entry, exit positions. Some familiarity with t-statistics and autoregressive model is useful but not mandatory. If you want to be able to code strategies in Python, then experience to store, visualise and manage data using Pandas DataFrame is required. These skills are covered in our course ‘Python for Trading’.
AFTER THIS COURSE YOU’LL BE ABLE TO
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
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