Showing posts with label R. Show all posts
Showing posts with label R. Show all posts

Saturday, November 15, 2014

Instructor Based Introductory Course To R - R for finance/ Analytics Online Course & Projects at qcfinance.in


COURSE LINK - Introduction to R

Course Highlights:
  1. No pre-knowledge of R required.
  2. Get started with Programming in R.
  3. Get Practical examples to understand better.
  4. Gives an Idea of it’s financial applications as well.
  5. Highly flexible and tailored according to individual needs.
  6. Contains perfect blend of theory and practice
  7. Gain confidence with R.
  8. 4 interactive classes with experienced teacher.
  9. Personalized approach.
  10. Flexible timings.


Now ask for as low as just one customized  session (1 hour) from qcfinance.in at $20.


Course Description:
One on One course Introductory course for R. 4 hours of basics of R to get you started in R. Flexible timings with personalized approach by Experienced Faculty. Online tests to prepare yourself better. This course will help you in:
  • Add to the profile by learning R.
  • Provides a base for learning advanced R.
  • Gives you a perfect platform for launching a career in R.
  • Gain the knowledge of  integration with excel  .

We use 2 pluggins -
1. XLconnect
2. Rexcel to connect excel & R
+we  also  give consultancy

Course Structure:
Class No.
Topics for CFA L1
Class duration
1
Installing R, Intro to R packages, R as calculator
1 hour
2
Matrix in R, Indexing in R, Intro to ARIMA, Regression in R
1 hour
3
Connecting R with Excel, Importing CSV, Input methods, connecting R with external sources feeds like QuantDL
1 hour
4
Revision/Doubt Clearing
1 hour



About the Author:

Shivgan Joshi
Indore, India
Shivgan Joshi holds a B.E. from Shri Vaishnav Institute of Technology, Indore & PGDF (Post Grad Diploma in Finance) from Business India Institute of Finance, New Delhi. Have worked extensively on VBA, MATLAB, R & others. He has cleared CFA Level 1 and FRM L1 and has scored 70% in BAT (in top 10 percentile globally approximately). He has taken more than 500 classes on GRE & GMAT preparations in last 1 year. He has published research papers in top journals like IEEE, LNCS Springer and more. He writes a popular blog: Stock Credit Finance CFA on Blogspot.com.

Guest Faculty: Nehal Jain
Nehal holds a B.E. degree in Electronics and Communication from IIST-II, Indore. Her key skills include R, MATLAB ,C , C++, Core Java and Advance Java.
Note: If you miss a scheduled one on one class, then don't worry, you can reschedule it at your convenient time & the missed class won't be counted. You may defer a class any number of time. Also, you get life time access to materials which gets constantly updated.

Contact Us: info@qcfinance.in
Skype Id: qcfinancein

Saturday, July 12, 2014

SQL C++ in Quant Finance

SQL C++ in Quant Finance

In this page I have collected the best links on SQL for quant Interviews.

Interview:
https://sites.google.com/site/jiansenlu/job-search/c-interview-questions
http://www.careercup.com/page?pid=c-plus-plus-interview-questions
http://techpreparation.com/cpp-interview-question-answer1.htm#.U8OzUPmSxjY
http://www.globalguideline.com/interview_questions/Questions.php?sc=C_puls_plus_Programming
http://www.softwareandfinance.com/Visual_CPP/FAQ/Index.html
http://www.devbistro.com/tech-interview-questions/Cplusplus.jsp
http://qa.churmura.com/cpp/c-algorithm-interview-questions/187/
http://www.businessanalystfaq.com/c++-interviewquestions.htm
http://thefuturemaker.com/wordpress/c-part8/

Generic C++ links:
http://www.tutorialspoint.com/cplusplus/cpp_stl_tutorial.htm

Libraries:
http://en.wikipedia.org/wiki/Standard_Template_Library
http://en.wikipedia.org/wiki/Boost_(C%2B%2B_libraries)
http://en.wikipedia.org/wiki/OpenMP

Joins:
https://www.youtube.com/watch?v=mhs4vwTSY-U

SQL Links:
http://www.programmerinterview.com/index.php/database-sql/inner-vs-outer-joins/
http://java67.blogspot.in/2013/04/10-frequently-asked-sql-query-interview-questions-answers-database.html
http://www.indiabix.com/technical/sql-server-common-questions/3
http://www.dwbiconcepts.com/tutorial/24-interview-questions/190-top-20-sql-interview-questions-with-answers.html
http://www.programmerinterview.com/index.php/database-sql/advanced-sql-interview-questions-and-answers/

461 Links
http://www.katieandemil.com/70-461-exam-guide-create-database-objects?tab=article

SQL Interview YouTube selected videos:
https://www.youtube.com/watch?v=SshE8qBG5aA&list=PL083E4EEC22030EAD

SQL Index:
https://www.youtube.com/watch?v=7ZgG7ttJTSc




C++ interview questions quantitative finance:
http://www.quantstart.com/static/ebooks/toc.pdf

General Interview Questions:
http://www.ibankingfaq.com/category/interviewing-brainteasers/


Tuesday, July 8, 2014

Introduction To Technical Analysis Course

LINK TO THE TECHNICAL ANALYSIS COURSE-
http://www.wiziq.com/course/71364-an-introduction-to-technical-analysis  

THE COURSE IS A GROUP COURSE WITH MINIMUM OF 10 LEARNERS, IF WITHIN ONE MONTH OF FIRST ENROLLMENT THE BATCH DOESN'T GET COMPLETED WE WILL ISSUE YOU COMPLETE REFUND.


A method of evaluating securities by analyzing statistics generated by market activity, such as past prices and volume. Technical analysts do not attempt to measure a security's intrinsic value, but instead use charts and other tools to identify patterns that can suggest future activity.

Technical analysts believe that the historical performance of stocks and markets are indications of future performance.In a shopping mall, a fundamental analyst would go to each store, study the product that was being sold, and then decide whether to buy it or not. By contrast, a technical analyst would sit on a bench in the mall and watch people go into the stores. Disregarding the intrinsic value of the products in the store, the technical analyst's decision would be based on the patterns or activity of people going into each store.

Course Highlights:
  • Get accustomed to technical analytics.
  • Get all necessary material for your preparation.
  • Get familiar with the fundamental concepts of Finance.
  • Video tutorials and 1 online class with recording access.

Course Description:

This is an interactive course package that prepares you for Technical Analysis exams. The course instructor will help you in identifying the main elements of technical analysis, key elements of charts and key tools of pattern analysis. After the completion of the course, you will be able to distinguish between different types of trends. Also, you will be able to recognize the difference between support and resistance. 


Course Package:
  • 01 Live online class.
  • 01 Powerpoint presentation.
  • Video tutorials.
  • Course duration: 1 day.
  • Class duration: 1.5 hours.
  • Batch size: Minimum 10 students to start the course.

Key Takeaways:
  • Develop a strong base to crack Technical Analysis exams.
  • Get all the necessary material you need.
  • Take the first step towards launching your career in Finance.

Course Content:

Class No. Topic Duration
 1 Charting, time frames and prices 20 minutes
 2 Trend Lines 15 minutes
 3 Volumes 10 minutes
 4 Pattern Analysis 15 minutes
 5 Moving Averages 10 minutes
 6 Putting it all together 20 minutes


Introduction to technical Analysis course:
   


About the Teacher: Doaa Elwy Fahmy, is MBA Holder with a double major, Finance and Global Managment , GPA 3.9 , Doaa is a chartered Market Technician and a Chartered Portfolio Manager has guided many investors to protect, build, grow and preseve their investments and wealth in the stock market. Doaa served as a board director in the market technicians association in New york (2007 - 2011). 

She is working in Money managment industry, as an equity portfolio manager in one of the leading Asset managment firms in Egypt. Doaa's market outlooks frequently appear in the Financial main channels (Al-Arabya and CNBC Arabia), commenting technically on the Egyptian, GCC markets. 

Also, writes a weekly market outlook in World Today (Al-Alam Alyoum), the main financial newspaper in Egypt. Doaa is a graduate from faculty of engineering, communication department 1999. In Addition, Doaa has a strong computer and IT background supported by having an IT diploma 2000 from the Information Technology Institute (ITI), with excellence and with honors, ranked highest grade among all the graduates and was honored by the minister of IT and communication at this time (Dr. Ahmed Nazeef).


Contact Us: info@qcfinance.in

Skype ID: qcfinancein

Friday, June 20, 2014

Courses on Technical Analysis

COURSE LINK: http://www.wiziq.com/course/71364-an-introduction-to-technical-analysis

THE COURSE IS A GROUP COURSE WITH MINIMUM OF 10 LEARNERS, IF WITHIN ONE MONTH OF FIRST ENROLLMENT THE BATCH DOESN'T GET COMPLETED WE WILL ISSUE YOU COMPLETE REFUND. 



 


A method of evaluating securities by analyzing statistics generated by market activity, such as past prices and volume. Technical analysts do not attempt to measure a security's intrinsic value, but instead use charts and other tools to identify patterns that can suggest future activity.

Technical analysts believe that the historical performance of stocks and markets are indications of future performance.In a shopping mall, a fundamental analyst would go to each store, study the product that was being sold, and then decide whether to buy it or not. By contrast, a technical analyst would sit on a bench in the mall and watch people go into the stores. Disregarding the intrinsic value of the products in the store, the technical analyst's decision would be based on the patterns or activity of people going into each store.

We have two divisions in it. A one day Introductory course & complete CMT Level 1 Prep Course. A learner can join the introductory course & can then decide to join for complete course or not. The course would be taken by an affiliated faculty with qcfinance.in


Technical Analysis - 1 Day Introductory Course!!

Learning objectives:

  • Identify the main elements of technical analysis.
  • Identify key elements of a charts.
  • Distinguish between types of trends.
  • Recognize the difference between support and resistance, how to draw Trend-lines.
  • Identify how volume, liquidity and breakpoints work as market indicators.
  • Identify key tools of pattern analysis.

Topics covered include:

  • Charting, time frames and prices
  • Trend-lines
  • Volume
  • Pattern analysis
  • Moving averages

CMT Level 1 Prep Course Online!! 

  • Duration : 10 sessions, each 1.5 hour = 15 hours course!
  • Topics to be covered for the coming exam : http://docs.mta.org/cmt/reading/2014oct-cmt1.pdf

Course Structure:

Session 1Introduction to Technical Analysis
  • Definition of Technical Analysis
  • History of Technical Analysis
  • Fusion Analysis
  • Modern Technical Analysis & the MTA Code of Ethics
Session 2Construction of Charts & Dow Theory
  • Types of Charts
  • Construction of Charts
  • Time Frames & other Charting Factors
  • Dow Theory
Session 3Trend Analysis
  • Definitions and Types of Trends
  • Trendlines & Channels
  • Moving Averages
  • Other Trend Analysis Tools
Session 4Chart Patterns
  • Market Bottom Patterns
  • Market Top Patterns
  • Trend Continuation Patterns
  • Gaps & Measured Moves
Session 5Market Indicators Part I
  • Overview of Types of Indictors
  • Construction and Design
  • Volume Indicators
  • Momentum Indicators
Session 6Market Indicators Part II
  • Using Indicators
  • Confirmation
  • Breadth Indicators
  • Sentiment Indicators
Session 7Systems & Money Management
  • Discretionary versus Non discretionary Trading
  • System Design
  • Testing and Optimization
  • Risk Management
Session 8Intermarket Analysis & Cycles
  • Individual Stocks
  • Futures Markets
  • Commodities & Other Markets
  • Cycles
Session 9Technical Analysis in Portfolio Management
  • Relative Strength
  • Statistics
  • Modern Applications
  • Usage Outside of Stocks
Session 10Point and Figure Charting & Course Wrap-up
  • Construction
  • Patterns & Signals
  • Trendlines
  • Price Targets


In case of any queries, please contact us at info@qcfinance.in

Wednesday, March 19, 2014

One On One Course On Reasoning For Bloomberg Aptitude Test (BAT)


Contact: info@qcfinance.in/Shivgan@qcfinance.in/arpit@qcfinance.in



Course Highlights:

  • Requires absolutely no prior knowledge of Aptitude.
  • Examples with real data to enhance your financial IQ.
  • Get Access to the courseware of our complete BAT course.
  • New Interpretation, terminologies & basic IQ of the subject covered.
  • Contains right blend of learning & practice (60:40).
Language of Instruction - English. 
 
Course Includes :
3 classes of 2 hours each, total 6 hours (along with 1 hour extra for revision). Course is expected to be completed in 1 month with life time access to recordings

Why should you enroll in this course ?

- Gain confidence to pass BAT Exam
- Gain knowledge about topics of BAT
- Improve your chances of passing exams, getting in Quant profiles


BAT Exam Structure:

Bloomberg Aptitude Test (BAT) consists of 8 sections with 100 questions to be answered in 2 hours.

Source: Bloomberg Institute



  • News Analysis – Consists of 12 Questions designed to assess the capability to use information from news articles. 
  • Economics – Consists of 12 Questions designed to assess the application of Economic Concepts. 
  • Math Skills – Consists of 14 Questions designed to assess the broad-spectrum math skills, with an emphasis on finance related math. 
  • Analytical Reasoning – Consists of 12 Questions designed to assess the problem solving ability. 
  • Financial Statement Analysis – Consists of 12 Questions designed to assess the basic understanding of financial statements.
  • Investment Banking – Consists of 12 Questions designed to assess how one applies the fundamental principles of financing & strategic advisory performed by an Investment Banking. 
  • Global Markets – Consists of 14 Questions designed to assess familiarity with a broad range of concepts, current events, and trends in the global financial markets that are presented in the media.
  • Chart & Graph Analysis - Consists of 12 Questions designed to assess your ability to interpret & use information found in charts & graphs.




Strategy To Crack BAT: Leave no weakness: Importance of balance --- Have it all ready for the exam --- Play time bound game --- Explore public files




Quant & Verbal:
  • Logical Reasoning
  • Quant
  • Verbal
  • Strategy for geometry, probability, reading comprehension, critical reasoning, table formation.
  • 1 set of questions
About Bloomberg Terminal:
  • B-terminal (ticker) data from Bloomberg
  • Reuter RIC.
  • Importing on excel.
  • Shortcuts.
  • Basic idea about terminals like Factset, capital IQ, etc.
News Analysis:
  • News of Financial Markets.
  • Chart of the day.
  • Importance of Federal Reserve and market direction.
  • Reading bloomberg.com & Reuter.com.
Advanced Equity Valuation:
  • Sector to understand: Oil & Energy vs. Technology vs. Healthcare etc.
  • Adjustments & apple-apple comparison of intra sector Companies.
  • FCFE & FCFF for valuation.
  • Making Projection: Element by Element.
  • Intuitive understanding of formula EV/EBITDA.
  • Computing CFO from various methods.
  • Equity CFA L2.
Investment Banking:
  • EV/EBITDA
  • Transaction vs. Trading multiple
  • Rating effect on spreads
  • Share buy back
  • Monte Carlo
  • Effect of P/E on acquisition
  • Synergy
  • Google buying Motorola (specials on patents)
  • IPO (Facebook)
  • Corporate Finance CFA L 2
CFA Level 2:
  • Equity (transaction vs trading multiples).
  • Corporate Finance: corporate action.
  • Financial Reporting Analysis: Consolidation.
  • International economics.
  • Cash flow calculations.
  • Mistakes Improvement.

Areas of Focus:
  1. Sensitization on derivative, quant, fixed income, portfolio, VAR modeling.
  2. Introduction to all features of Bloomberg Terminal.
  3. Provide introduction about all profiles in Finance.
  4. Right mix of data analytical, ethics & finance concepts.
  5. Examples with real data to enhance your IQ (US Municipal Bonds).
  6. Under the applicability and use on Bloomberg or Reuters Websites (Introduction to tickers, RIC).
  7. Real life examples & real cases which are currently hot in the market.
  8. New Interpretation, terminologies & basic IQ for the subject covered.
  9. Along with financial aspects, increased focus on Aptitude section according to new BAT. 
  10. Investment Banking questions (synergy, leverage buyout and IPO not covered with much details in CFA).
  11. News Interpretation of Bond Markets (names of US based bonds, in general credit risk is a famous area to understand yields and spreads).
  12. Practical questions on financial markets.

Important Points of the course:
  1. Highly flexible and tailored as per needs of individual.
  2. Sensitization on derivative, quant, fixed income, portfolio & VAR modeling.
  3. Gives introduction to all features of Bloomberg Terminal.
  4. Provide introduction about all profiles in Finance.
  5. Helpful for passing FRM, CFA & other Finance certification exams.
  6. Prepares for career advancement in financial analysis.
  7. Helpful for MBA finance aspirants.










Class No.TopicClass duration
1.
BAT Aptitude Part
2 hrs
2.
BAT Aptitude Part
2 hrs
3.
BAT Aptitude Part
2 hrs

Saturday, January 18, 2014

Algorithmic Trading in India (Brokers, Implementation, Retail users, platforms, tools, softwares, etc)

Algo Trading In India - Omnesys NEST Strategy - Nest algorithmic trading

Nest/now/odin 

http://www.omnesysindia.com/neststrategy.html

http://www.nseindia.com/products/content/derivatives/equities/historical_fo.htm

http://symphonyfintech.com/


Add high low and the decay from the cal and put so that u could be most close to the market
NIFTY 16-Jan-2014 26-Feb-2014 CE 6,200.00 229.75 231.90 205.85 223.30 225.00 223.30
NIFTY 16-Jan-2014 26-Feb-2014 PE 6,200.00 62.40 73.60 60.00 67.05 66.00 67.05


Algo trading, also called automated trading. Algo Trading converts your strategies into Automated Trading. It Support Platform like ODIN, NOW and FastTrade. It is the use of electronic platforms.

Whichever is expensive resuide the threshold for corrodir

MS / implementing strategy for volatility less than 16%

Research papers for

Cor residuals
AR 1 and different models

Important Links:
http://santology.wordpress.com/2013/05/12/excel-sheet-for-nifty-options-traders/
http://www.alphabox.in/
http://prophecis.com/
http://robotrader.in/
http://algotradingindia.blogspot.com/2012/05/open-source-trading-platforms-list.html
http://www.indianhedgefunds.in/automated-trading-system-for-india-market/
http://www.indianhedgefunds.in/automated-trading-system-for-india-market/
https://www.cool-trade.com/
http://www.ftindia.com/solutions/brokerageSolutions/TechnicalTraderSolutions.htm
http://www.omnesysindia.com/retails.html
https://plus.omnesysindia.com/NestPlus/Support/index.jsp
http://www.chirayusoft.in/AlgoTrading.html


Sunday, January 12, 2014

Quantitative Investment - Pre course support

The topics that we offer are:

Intro to Probability (ref CFA L2, GARP FRM)
Time Series, Logistic & Multiple Regression (ref CFA L2, GARP FRM)
VBA programming: Sorting, Error handling (Refer to programming part of our course) – Excel power programming text book
Extreme value theory (FRM 2)
Numerical programming in MATLAB (a part of our MATLAB course)
Monte Carlo: Excel models based on GBM, ARIMA, Vaisec, Jump, etc
GBM: Brownian motion calculus
VAR (FRM Part 2)

The topics that are taken from FRM are a part of our course for the exam. You can assume the sub topics to be identical to the exam syllabus.

We are working to cover all topics given for CQI: http://en.cqi.sg/courses/core-curriculum/

Links:
http://en.cqi.sg/introduction-to-quantitative-investment-201310/
http://www.numericalmethod.com/trac/numericalmethod/wiki/Trading/Literature
http://en.cqi.sg/courses/core-curriculum/risk-management/
http://en.cqi.sg/courses/core-curriculum/algorithm-design-and-analysis/
http://en.cqi.sg/courses/core-curriculum/monte-carlo-methods-and-optimization-methods/
http://en.cqi.sg/courses/core-curriculum/quantitative-equity-portfolio-management/
http://en.cqi.sg/courses/core-curriculum/statistics/

Thursday, December 26, 2013

Mathematics for Comp Science

Important Links:

Standford Course
http://www.stanford.edu/class/cs103a/information.shtml

http://www.stanford.edu/class/cs103/

http://www.cs.sunysb.edu/~skiena/

Discreet Mathematics
http://en.wikipedia.org/wiki/Discrete_mathematics

Courses:

http://mathfinance.uncc.edu/prospective-students/admissions
http://coe.fit.edu/se/research.php
http://www.sdstate.edu/mathstat/research.cfm
http://www.bothell.washington.edu/mscsse
http://sce.umkc.edu/masters/computer-science.cfm

Sunday, December 1, 2013

Log ACD and Gamma function in Finance

Log ACD and Gamma function in Finance

The Logarithmic ACD Model: An Application to the Bid-Ask


Sunday, November 24, 2013

Monte Carlo Simulation and Volatility Modeling


Monte Carlo:

http://investexcel.net/jump-diffusion/
http://vbadeveloper.net/blackscholesvbafxoptionpricermontecarlosimulation.pdf
http://www.riskamp.com/how-to/
http://www.freelancer.com/projects/PHP-C-Programming/Correlating-Inputs-Monte-Carlo.html
http://forum.chandoo.org/threads/xl-vba-monte-carlo-sim-code-for-company-valuation.13151/

Option Pricing Models and Volatility Using Excel-VBA: Finance Series, Book 361 (Wiley Finance) [Kindle Edition]
http://www.vosesoftware.com/


Companies selling addin in Monte Carlo:
www.riskamp.com
www.vosesoftware.com
www.palisade.com
http://www3.wabash.edu/econometrics/EconometricsBook/Basic%20Tools/ExcelAddIns/MCSim.htm
www.solver.com/Monte-Carlo
www.lumenaut.com
http://www.montecarlito.com/

Addin stocatic models: 5
distributions: normal / lognormal
Correlated residuals


Study DB papers again
Applying Systematic & Rule Based Risk Management for Portfolio Market Risk (Passive Investment)
Dynamics during Crisis Periods: stress testing for the profolio, and testing if premonition works
VAR is greater than VAr avetga with a multiplier then take edge
monte carlo in MATLAB engine building and stocastic engine
Equity Global and cost of hedge
how to project volatility?
costs of put

Project bond? use Merton model for the sam prices
use three regimes for MC setup (something like secots data)

yahoo MATLAB integration


Volatility modeling MATLAB stochastic models:
http://people.anu.edu.au/joshua.chan/code.html
http://www.mathworks.com/help/econ/heston.html
http://www.mathworks.com/products/econometrics/description8.html
http://www.math.umn.edu/~bemis/pide/pide_matlab.html


Thursday, November 7, 2013

Course on “CFA Level 1 exam / Excel VBA for Finance” Indore

QcFinance, Indore Presents:
  • CFA L1 Training for June 2014 Exam
  • Series of Workshop on strategy and doubt clearing
  • First workshop on 8th December at Khatiwala Tank Indore
  • Tentative: 100 hrs (35 hrs in Class 65 hrs Online) for June Exam
  • Online classes and doubt clearing using various tools
  • VBA Excel for Financial Modeling
  • Pre-Workshop sessions to help you get the most out of the event

Please register soon, only 10 seats available!
Two session per month (12 hours per month) at Indore.

Register for free online to check!!!
M- Khatiwala Tank, Indore
contact@qcfinance.in






Adds posted on:
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