Quantinsti – Mean Reversion Strategies In Python

Description

About Course:

Course Contents:

• 1-Stationarity of Time Series
• 2-Cointegration
• 3-Triplets
• 4-Half Life
• 5-Risk Management
• 6-Best Markets to Pair Trade
• 7-Index Arbitrage
• 8-Long Short Portfolio
• 9-Python Installation and Automated Execution
• 10-Summary

SKILLS REQUIRED FOR MEAN REVERSION TRADING

Mean Reversion Strategies

• Statistical Arbitrage
• Triplets Trading
• Index Arbitrage
• Long-short strategy

Math Concepts

• Correlation, Co-integration
• Stationarity
• Linear Regression
• ADF and Johansen Test
• Half Life

Python

• Ad fuller,
• Stat stools,
• Johansen,
• NumPy, Pandas,
• Matplotlib