Quantitative Trading Analysis with R

Learn at your own pace with over 50 lectures and more than 7.0 hours of content.

At the end of this course you will be able to:

  • Analyze trading strategies by defining indicators, detecting signals they generate and outlining rules that go with them.
  • Explore strategies based on simple moving averages SMA, moving averages convergence-divergence MACD, Bollinger Bands®, relative strength index RSI and statistical arbitrage through z-score.
  • Compute main trading statistics such as net profit and loss to maximum drawdown ratio and equity curve.
  • Calculate principal performance metrics such as annualized returns, standard deviation and Sharpe ratio.
  • Estimate key risk management metrics such as maximum adverse excursion MAE, maximum favorable excursion MFE and Kelly ratio.
  • Maximize historical risk adjusted performance by optimizing strategy parameters.
  • Minimize historically optimized strategy over-fitting through walk forward analysis.

This course is best for you as:

  • Student at any knowledge level who wants to learn the subject.
  • Finance intern or analyst who desires to review main concepts and refine skills.
  • Do-it-yourself investor who wishes to take educated investment decisions.
  • It is NOT aimed at investors looking for “get rich quick” magic trading formulas.

The requirements for this course are:

  • R statistical software is required. Downloading instructions included.
  • RStudio Integrated Development Environment is recommended. Downloading instructions included.
  • R script files provided with course.
  • Familiarity with software is recommended.

Feel free to take a look at course curriculum here!