BessieChen / R-in-FinanceView external linksLinks
This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio management strategies. The course implements volatility and price forecasting models, asset pricing and factor models, and portfolio optimization. The course applies machine learning …
☆52Aug 19, 2018Updated 7 years ago
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