Quantra – Mean Reversion Strategies In Python

Quantra – 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.

  • 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

What You’ll Learn In Mean Reversion Strategies In Python?

  • 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

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Quantra – Mean Reversion Strategies In Python

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