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Financial Time Series Analysis for Trading

4056 Learners
15 hours
The perfect course to understand the concepts of Time Series Analysis and implement them in live trading markets. Starting from basic AR and MA models, to advanced models like SARIMA, ARCH and GARCH. Apply time series analysis to data exhibiting characteristics like seasonality and non-constant volatility. Implement a trading strategy on stocks, ETFs, currency pairs, as well as VXX. Practice all the learnings through a capstone project, paper and live trade the strategies covered in the course.
Level
Intermediate
Author
QuantInsti®
Price Lifetime Access Limited Time Offer

₹6500/-₹25999/-

75% OFF

Get for ₹5525 with Course Bundle

  • Live Trading
  • Learning Track
  • Prerequisites
  • Syllabus
  • About author
  • Testimonials
  • Faqs

Learn Financial Time Series

  • 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.
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Skills for Financial Time Series

learning track 1

This course is a part of the Learning Track: Algorithmic Trading for Beginners

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Need help? Write to us at quantra@quantinsti.com or call us at +91 8450963428.

Course Features

  • Community
    Community

    Faculty Support on Community

  • Interactive Coding Exercises
    Interactive Coding Exercises

    Interactive Coding Practice

  • Capstone Project
    Capstone Project

    Capstone Project Using Real Market Data

  • Trade & Learn Together
    Trade & Learn Together

    Trade and Learn Together

  • Get Certified
    Get Certified

    Get Certified

Prerequisites

This course is recommended if you are looking to learn and implement time series analysis in live trading. This course requires basic familiarity with Python packages such as NumPy and Pandas to easily follow the Python codes covered in the course. If you want to learn NumPy and Pandas, then you can enroll in the 'Python For Trading' course on Quantra.

Financial Time Series Course

about author

QuantInsti®
QuantInsti®
QuantInsti is the world's leading algorithmic and quantitative trading research & training institute with registered users in 190+ countries and territories. An initiative by founders of iRage, one of India’s top HFT firms, QuantInsti has been helping its users grow in this domain through its learning & financial applications based ecosystem for 10+ years.
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Why quantra®?

  • More in Less Time
    More in Less Time

    Gain more in less time

  • Expert Faculty
    Expert Faculty

    Get taught by practitioners

  • Self-paced
    Self-paced

    Learn at your own pace

  • Data & Strategy Models
    Data & Strategy Models

    Get data & strategy models to practice on your own

Faqs

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