Member - { Blog Details }


blog address: http://www.quantinsti.com/blog/forecasting-with-holtwinters-exponential-smoothing/
keywords: QuantInsti Executive Program in Algorithmic Trading
member since: Feb 11, 2016 | Viewed: 81
QuantInsti Executive Program in Algorithmic Trading
Category: Business
I recently enrolled in the QuantInsti Executive Program in Algorithmic Trading and one of the areas in quantitative finance that interests me greatly is the analysis of financial time series. During the course we will take on a massive project to build our own trading strategy with the help of a mentor, and in attempt to familiarize myself with the work, I built this simple strategy using the HoltWinters exponential smoothing.
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