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