Remember that time series modeling is the crust of the quant trading and analysis.
Here are some highlights of this article:
Describe a time series as follows:
- Does it remain stationary?
- Seasonality: Does there seem to be any seasonality?
- Does the variable have an autocorrelation?
There are 3 ways to model it with:
Average movement
● Exponential smoothing
● ARIMA
More in this article here
https://onepagecode.substack.com/p/time-series-modelling?sd=fs&s=r
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