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Mean Reversion Strategies In Python

5204 Learners
7.5 hours
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.
Level
Intermediate
Author
Dr. Ernest P. Chan
Price Lifetime Access Limited Time Offer

₹13750/-₹54999/-

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

Apply Mean Reversion 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
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Skills Required for Mean Reversion Trading

learning track 8

This course is a part of the Learning Track: Advanced Algorithmic Trading Strategies

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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

  • Trade & Learn Together
    Trade & Learn Together

    Trade and Learn Together

  • Get Certified
    Get Certified

    Get Certified

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'.

Mean Reversion Trading Course

about author

Dr. Ernest P. Chan
Dr. Ernest P. Chan
Dr. Ernest Chan is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. QTS manages a hedge fund as well as individual accounts. He has worked in IBM human language technologies group where he developed natural language processing system which was ranked 7th globally in the defense advanced research project competition. He also worked with Morgan Stanley’s Artificial intelligence and data mining group where he developed trading strategies.
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    More in Less Time

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    Expert Faculty

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    Self-paced

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  • Data & Strategy Models
    Data & Strategy Models

    Get data & strategy models to practice on your own

Faqs

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