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QuantInsti – Financial Time Series Analysis for Trading
₹ 26,000.00 Original price was: ₹ 26,000.00.₹ 2,999.00Current price is: ₹ 2,999.00.
Description
QuantInsti – Financial Time Series Analysis for Trading
- Explain the basics of time series and its components
- Learn about simple, cumulative and log returns.
- Apply linear and multivariate regression on stock prices.
- Apply correlation analysis on various securities and explain the intuition behind ACF and PACF, as well as plot them in python.
- Explain types of noise and residuals. Define stationarity and list its properties.
- Describe and implement AR, MA, ARMA, ARIMA, SARIMA, ARCH and GARCH models.
- Explain the importance of volatility and its stylised facts. Learn about the limitations of time series analysis and learn how to enhance your model.
- Backtest and live trade time series models on financial markets data and implement all the concepts learned in a capstone project.
