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#QuantInsti ALGO NEWSLETTER

March 2017 Edition

 
 
 

Congratulations to our EPATians for their Successful Placements

 

QuantInsti™ is thrilled to announce the successful placement of Mr. Deepak Dugar, Mr. Kshitij Singla, Mr. Himanshu Babbar, and Mr. Pranay Rastogi by the QuantInsti’s placement cell. We congratulate all our successful EPATians on their strong foray into the algorithmic world and wish them all the best!

 
 

Learn the art of forecasting markets! This article covers the popular ARIMA time series model to predict returns on a stock. The article details a step-by-step process of ARIMA modeling using the very popular R programming platform. Also, learn how to check for the accuracy of the ARIMA model by comparing the forecasted returns versus the actual returns.

 
 

What's new @Quantra

 
 
 
 
 
 
 
 

Quantra is already benefiting users from 49 countries!

 

Join the global community of Algo traders at Quantra and learn skills of Statistical Arbitrage today! Learn to code your own strategy in Python and earn a certification! Access downloadable codes and lecture notes too!


 

Featured Student's Project work

 
 
 
 
 
 
 
 

Mr. Gopal Ananthanarayanan
EPAT™ BATCH 30 

 

 

Read the final project work by EPAT alumnus which includes a trading strategy that identifies the momentum and trades on long and short side of the market using technical indicators like MACD, ST, ADX. Register free to download the python code for the strategy.

 
 

Latest on QuantInsti's #AlgoBlog

 
 
 
Algorithmic trading
 
 
 
 
 

Trading in Live Markets using R

 

Do you want to know how R can be used for automated trading? This blog covers the IBrokers package which can be used for automated trading with Interactive Brokers. Learn how to retrieve live and historical market data and execute orders via R.

 
Time Series
 
 
 
 
 

Starting Out with Time Series 

 

A quick read which will introduce you to time series analysis and forecasting using R. Learn how to plot a time series and decompose it to uncover its underlying properties. Learn concepts of stationary and how to test for time series stationarity.

 
 

Mean Reversion in Time Series

 

This lucid post explores the mean-reverting property of time series data. It covers the basics of time series, mean reversion behavior of time series, stationary and non-stationary time series, and also details the very popular pairs trading strategy which is based on mean reversion property.

 
 
 
 

Alumni Speaks

 
 
 
Yogesh Sharma
 

"QuantInsti is a pioneer in algorithmic trading space run by seasoned professionals. Their curriculum, seminars, and industry contacts are second to none. It has helped me achieve some great opportunities. I would highly recommend their executive program to aspiring as well as experienced market professionals."

 

Yogesh Sharma

Quantitative Researcher
Crimson Financial Services Limited