I am a retail trader who became interested in more sound trading with a theoretical framework. So, I began to research a lot of papers (books, scholarly articles, websites...) in order to build a little bibliography to look at it when needed. With just Excel for researching and backtesting statistical arbitrage strategies, I built the tools with Excel and some indicators with mql4 for Metatrader 4.
As a beginner in statistical arbitrage strategies or new statistical arbitrager, it is important to know what you are doing in order to succeed in such an endeavour. Understanding the principles and the Econometrics behind this, it is really important to change strategies when the former ones don't work as well as before.
I offer comprehensive statistical arbitrage courses. My courses are offered in the mean to build and find your own statistical arbitrage strategies, in order to be independent at this end of the courses. The blocks are the theory of arbitrage, the fundamentals behind it and the initiation of programming (VBA for Excel 2007 to 2013, MQL4 and basics in R). These courses are designed to provide novice and intermediate statistical arbitragers with the knowledge, the tools and the know-how to build and find their own statistical arbitrage strategies.
Subject:
- Basic of statistical arbitrage and the type of other arbitrage
- Statistical arbitrage: a definition
- Basis of econometrics, statistics and mathematics
- Basis of fundamental analysis
- Basis of technical analysis
- Basis of quantitative analysis
- Statistical inference
- Example of statistical arbitrage strategies
- VBA and MQL4 programming
- How to build its own statistical arbitrage strategy
P.S.: The courses are only in English. A private forum would be setup as soon as the courses begin. Whatever the level of the students is, we have a lot of ground to cover. This is the reason why the course duration is 52 weeks long because a lot of lectures would be given online with private webinar and on the private forum. Homework would be given for the next week or so.
Mode of Attendance: 52 lessons of one hour once a week (1 hour of courses and 30 minutes of Q&A) New 40 hours of stat arb courses plus 5 mentoring hours! 30 hours of stat arb courses and 24 hours of mentorship!
Overall duration: 52 weeks
Fees: 800€ 400$ (EURO) instead
Number of slots: 20
Beginning of the courses at 10 slot filled
Contact for the course application and more details about the course:
Directly a PM me (because it had been restored)
If you have any questions about the course, please write below!
Risk disclaimer: Statistical arbitrage is no risk-free and could involve a risk not affordable for all investors. Do not invest money you cannot afford to lose. Example of hedge funds blowup is LTCM.