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WQU - Econometrics - Module - 7 - Compiled Content PDF PDF

59 Pages·2023·English
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by ['Kerem Sezer']| 2023| 59 pages| English

About WQU - Econometrics - Module - 7 - Compiled Content PDF

This document contains notes and a transcript for Module 7 of an econometrics course on algorithmic trading. It includes information on course and module learning outcomes, as well as notes on various algorithmic trading strategies such as momentum trading, mean reversion strategies, news-based trading, statistical arbitrage, event arbitrage, and pairs trading. The notes provide details on how these strategies work and the quantitative methods involved.

Detailed Information

Author:['Kerem Sezer']
Publication Year:2023
Pages:59
Language:English
Format:PDF
Price:FREE
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