Pairs Trading Analysis with R

Online Course

Udemy

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What is the course about?
Prerequisites & Facts
Cost, Certificate & Degree
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What is the course about?

Pairs Trading Analysis with R

The course Pairs Trading Analysis with R is an online class provided by Udemy. It may be possible to receive a verified certification or use the course to prepare for a degree.

Learn pairs trading analysis from basic to expert level through a practical course with R statistical software.

Course description

Pairs Trading Analysis with R

Read or download MSCI® Countries Indexes ETF prices data and perform pairs trading analysis operations by installing related packages and running script code on RStudio IDE.
Identify pairs of international countries stock indexes prices with similar behavior based on fundamental factors of countries with comparable economies which have relevant commodities sector and countries from specific region.
Test pairs short term statistical relationship through their price returns correlation coefficient.
Assess single pairs spread co-integration or long term statistical relationship through Engle-Granger test.
Evaluate if paired assets prices spread is stationary after testing individual price time series are non-stationary and individual price time series differences are stationary through augmented Dickey-Fuller and Phillips-Perron tests.

R statistical software is required. Downloading instructions included.
RStudio Integrated Development Environment (IDE) is recommended. Downloading instructions included.
Practical example data and R script code files provided with the course.
Prior basic R statistical software knowledge is useful but not required.

6 hours on-demand video
7 articles
7 downloadable resources
Full lifetime access
Access on mobile and TV
Certificate of Completion
Diego Fernandez

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Prerequisites & Facts

Pairs Trading Analysis with R

Course Topic

Business, Finance, Financial Trading

University, College, Institution

Udemy

Course Skill Level

see course summary

Course Language

English

Place of class

Online, self-paced (see curriculum for more information)

Degree

Certificate

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Degree & Cost

Pairs Trading Analysis with R

To obtain a verified certificate from Udemy you have to finish this course or the latest version of it, if there is a new edition. The class may be free of charge, but there could be some cost to receive a verified certificate or to access the learning materials. The specifics of the course may have been changed, please consult the provider to get the latest quotes and news.

Udemy

Pairs Trading Analysis with R

provided by Udemy

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