| File Name: | Statistical Inferencing for Quantitative Trading Strategies |
| Content Source: | https://www.udemy.com/course/statistical-inferencing-for-quantitative-trading-strategies |
| Genre / Category: | Other Tutorials |
| File Size : | 2.4 GB |
| Publisher: | Hanguk Quant |
| Updated and Published: | July 21, 2025 |
Have you asked:
- Is my quant trading strategy performance statistically significant ?
- Are my in-sample performances statistically significant while controlling for model complexity and bias? Is my ML model an inefficiency detector or a piece of overfitting poppycock software?
- If I backtest 10 strategies, pick those with Sharpe > 1, am I headed for wealth or ruin?
Statistical Inferencing for Quantitative Trading Strategies is one-of-a-kind quantitative lecture series on applying probability theory and statistical methods to construct robust hypothesis tests for validation of trading strategies using distribution-free methods.
The course takes the student on a whirlwind tour of finance basics, statistics basics as well as more advanced and modern techniques in statistical decision/inferencing theory.
Hypothesis testing concepts, Type I/II errors, powers, FWER control, multiple testing frameworks are introduced under both parametric and non-parametric assumptions for quantitative research.
Classical location tests (t,sign,rank-sum) tests are discussed in addition to cutting edge techniques using monte-carlo permutation methods. The lectures take you through the motivation for the need to employ rigorous scientific procedures in validating trading strategies.
In pharmaceuticals, medicine and other high-stakes industries, experimental design and implementation are key to decision-making, such as the acceptance of new chemicals in treatments. Unfortunately – hardly the same amount of scientific rigour is paid in deciding whether to take a trading strategy live. Apparently, moon cycles and lunar phases are enough! For these people, the writing is in the wall.
Who this course is for:
- Traders interested in applying statistical theory to trading.
- Statisticians interested in applying probability theory to trading.
DOWNLOAD LINK: Statistical Inferencing for Quantitative Trading Strategies
Statistical_Inferencing_for_Quantitative_Trading_Strategies.part1.rar – 1000.0 MB
Statistical_Inferencing_for_Quantitative_Trading_Strategies.part2.rar – 1000.0 MB
Statistical_Inferencing_for_Quantitative_Trading_Strategies.part3.rar – 470.9 MB
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