Skip to content

QUANTITATIVE RESEARCH AND TRADING

The latest theories, models and investment strategies in quantitative research and trading

  • Home
    • Systematic Strategies
  • About
Posted on May 17, 2024 by Jonathan

Advanced Course on Equity Analytics

Advanced-Course-on-Equity-Analytics
CategoriesEquities, Equity Analytics TagsAnalytics, Course, Equities, Syllabus

Post navigation

Previous PostPrevious Optimal Mean-Reversion Strategies
Next PostNext A Proposed Double Slit Experiment Using Momentum Entangled Photon Pairs

Search

May 2024
M T W T F S S
 12345
6789101112
13141516171819
20212223242526
2728293031  
« Mar   Jun »

Archives

Categories

Tag Cloud

  • Algorithmic Trading
  • Cointegration
  • Correlation
  • Direction Prediction
  • E-mini
  • Equities
  • ETFs
  • Financial engineering
  • Forecasting
  • Futures
  • Genetic Programming
  • High Frequency Trading
  • Kalman Filter
  • Kurtosis
  • Long Memory
  • Machine Learning
  • Market Microstructure
  • Market Timing
  • Mathematica
  • Matlab
  • Mean Reversion
  • Meta-strategy
  • Momentum
  • Money Management
  • Monte Carlo
  • MultiFactor Models
  • Options
  • Pairs Trading
  • Programming
  • Python
  • Robustness
  • S&P500 Index
  • S&P 500 Index
  • Scalping
  • SPY
  • Statistical Arbitrage
  • Stocks
  • Synthetic Data
  • Systematic Strategies
  • Tradestation
  • VIX
  • VIX Futures
  • VIX Index
  • Volatility
  • Volatility Dynamics

Blogroll

  • David Stockman's Contra Corner
  • EP Chan Quantitative Trading
  • Factor Wave
  • Quant at Risk
  • Quant News
  • Quant Stackexchange
  • Quantocracy
  • QuantStrat TradeR
  • QUSMA (Alexander Pagonidis)
  • Seeking Alpha
  • System Trader Success
  • Systematic Investor
  • The Aleph Blog
  • Trading the Odds
  • VIX and More
  • Wolfram Demonstrations Project
  • Zero Hedge
Proudly powered by WordPress