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Autocorrelation Properties of SP500-Quantitative Trading in Python

Autocorrelation Properties of SP500-Quantitative Trading in Python

Released Wednesday, 31st March 2021
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Autocorrelation Properties of SP500-Quantitative Trading in Python

Autocorrelation Properties of SP500-Quantitative Trading in Python

Autocorrelation Properties of SP500-Quantitative Trading in Python

Autocorrelation Properties of SP500-Quantitative Trading in Python

Wednesday, 31st March 2021
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We are going to examine the mean-reverting and trending properties of SP500 directly using the autocorrelation functions. We do so with the goal of designing quantitative trading systems on stock indices.

http://tech.harbourfronts.com/autocorrelation-properties-of-sp500-quantitative-trading-in-python/

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Harbourfront Technologies

We are a boutique financial service firm specializing in quantitative analysis, derivatives valuation and risk management.

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