Original Sales Page:
https://quantra.quantinsti.com/course/python-mean-reversion-strategies-ernest-chan
Quantra Quantinsti – 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 Reversions 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
CURRICULUM
- Introduction to the Course
- Stationarity of Time Series
- Augmented Dickey-Fuller Test
- Mean Reversion Strategy
- Live Trading on Blueshift
- Live Trading Template
- Cointegration
- Pairs Trading
- Triplets
- Half Life
- Risk Management
- Best Markets to Pair Trade
- Index Arbitrage
- Long Short Portfolio
- Run Codes Locally on Your Machine
- Automated Trading Using IBridgePy
- Summary