AR/MA, ARCH/GARCH), Vector AutoRegressive model (VAR), Cointegration (Engle-Granger, VECM), Long-memory process (Fractional Integration), Regime switching models (Hamilton Filter), Kalman Filter, Unobserved Components ARIMA model, Beveridge-Nelson decomposition (Hansen's approach), Copula methods, Metropolis-Hastings algorithm, Black-Litterman model (Meucci's approach), Hierarchical Risk Parity 2) Quantitative Trading (Mid-High Frequency Trading): Stat Arb & Pairs Trading models, Order Imbalance & Order Replenishment effects on intraday returns, Optimal Setup of Entry-Exit Trading Triggers for Quant Trading Strategies, Stat Arb Bertram Model, Data sampling rules for non equally-spaced data (time vs. Technical Skills (application and often implementation from scratch): 1) Econometrics: Multivariate Regression, Discrete variable models (i.e.
volume clock for high freq data), Bid-Ask Bounce Bias & Sahalia Method for Microstructure Noise Estimation & Test, Hayashi-Yoshida Lead-Lag Index, D'Aspremont Method for Mean Rev Portfolios, Market Fragmentation in Financial Markets, High-Low prices & Pivot Points trading rule, Trend Following Strategy, Avellaneda-Stoikov Model for Optimal Trading Execution 3) Risk Management: P&L production & analysis for energy trading, VaR & Profit at Risk for energy trading, Merton approach for Credit VaR with/without credit rating migrations, EVT & Copula-based VaR, Stress Test models, Structured Credit Models for Regulatory Risk-Transfer, Additional Value Adjustments for Balance Sheet, Risk Aggregation, Model Risk, Interpolation Methods for multi-year PD Term Structure, Methods for Semidefinite-Positive Cor Proficient in all major statistical packages: R, SPSS, Stata, Matlab, EViews, Gretl. Common discipline covered: Econometrics (with applications in R, Stata, SPSS, Eviews, Gretl), Statistics, Financial Mathematics, Quantitative Support for Master Degree Thesis (from Regressions to all statistical applications), Risk Management, Mathematics, Computer Science I help with assignments, exams, presentations, advanced research, dissertations, big programming projects and general skill enhancement. The validity condition, however, cannot be tested, because the condition involves the unobservable residual u. Academic Research in Quantitative Finance and Algorithmic Trading. There is one important dierence between them, however: The relevance condition can be tested, for example by computing the t-statistic associated with 1 in the reduced form (rst stage) regression.
#STATA VS EVIEWS SOFTWARE#
EViews is an on-premise statistical analysis software designed to help businesses, academic researchers, and government agencies handle data.
#STATA VS EVIEWS PROFESSIONAL#
Specialist Training and Membership to professional Association EViews vs Stata EViews vs Stata Comparison. A Masters degree in the same field will be an added advantage.To be able to type (edit) the data of your. A University Degree in economics, statistics, or a related field. Then either type the data into EViews or copy/paste the data from Excel.In this case it is used with in 1/5 and 96/98 to limit the observations. As seen before, the list command is used to print variables from the data set to the screen.
Conducting business analysis in order to providing information on trends in profitability and business activity and provide actionable recommendations to the management 1.1.3 Stata’s Lag and Difference Operators. Plan, conduct surveys - primarily designing questionnaires or supervising survey teams - and analyze and interpret the survey data.
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