Realised Become a Quantitative Analyst - Financial Timeseries Analysis & Optimization

andie · 30 October 2023

https://clubbingbuy.com/threads/become-a-quantitative-analyst.11837/

This course will allow you to build the essential initial programming skills and tool belt of statistical techniques required for quantitative analysis.

First, we'll teach you how to program with financial timeseries before diving deep into multivariate regressions using factor analysis to explain Berkshire Hathaway's performance.

Next, we'll examine the performance of 9 different hedge fund strategies and compare the risk and return characteristics of each type of fund.

Finally, we'll construct our own fund strategy using quadratic optimization to track a benchmark on a rolling basis, and we'll build our own backtesting engine in R to analyze our strategy.
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Realised Become a Quantitative Analyst - Financial Timeseries Analysis & Optimization

andie Active Member