Volatility 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?

Volatility Trading Analysis with R

The course Volatility 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 volatility trading analysis from advanced to expert level through a practical course with R statistical software.

Course description

Volatility Trading Analysis with R

Download CBOE® and S&P 500® volatility strategies benchmark indexes and replicating funds data to perform historical volatility trading analysis by installing related packages and running script on RStudio IDE.
Estimate historical or realized volatility through close to close, Parkinson, Garman-Klass, Rogers-Satchell, Garman-Klass-Yang-Zhang and Yang-Zhang metrics.
Calculate forecasted volatility through seasonal random walk, historical mean, simple moving average, exponentially weighted moving average, autoregressive integrated moving average and general autoregressive conditional heteroscedasticity models.
Measure market participants implied volatility through related volatility index.
Estimate futures prices and explore volatility and asset returns correlation, volatility risk premium, volatility term structure and volatility skew patterns.

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
6 articles
9 downloadable resources
Full lifetime access
Access on mobile and TV
Certificate of Completion
Diego Fernandez

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Prerequisites & Facts

Volatility 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

Volatility 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

Volatility Trading Analysis with R

provided by Udemy

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