Section 1: Financial Time Series Analysis
From fundamentals to advanced models in univariate and multivariate time series analysis. Covers theory and implementation of ARIMA, GARCH, and VECM models.
VECM-EGARCH Hybrid Model
Production-level algorithmic trading implemented in Python
A real trading strategy using a hybrid model that combines Vector Error Correction Model (VECM) and Exponential GARCH (EGARCH). Achieves more accurate price prediction and risk management through long-term equilibrium forecasting using cointegration relationships and asymmetric volatility modeling.
