[Quantra Quantinsti] Value Strategy in Forex

[Quantra Quantinsti] Value Strategy in Forex

Стоимостная стратегия на валютном рынке Форекс (Python реализация)
(Value Strategy in Forex)​

Видеокурс на англ. языке + англ. субтитры + исходный код на Python. Ниже представлен перевод описания курса на русский язык и его оригинальное описание на английском (под спойлером).

Начиная с различных концепций рынка валют Форекс, курс обсуждает фундаментальную стратегию стоимостного ивестирования (value investing) на основе реального эффективного обменного курса (REER).

ТЕМЫ КУРСА

• Макроэкономические факторы, влияющие на рынок Форекс, такие как инфляция, торговый баланс и т.д.
• Методы оценки стоимости валют, такие как паритет покупательной способности (Purchasing Power Parity), номинальный эффективный обменный курс (Nominal Effective Exchange Rate), реальный эффективный обменный курс (Real Effective Exchange Rate)
• Создание стоимостной стратегии на основе REER в Python
• Анализ эффективности стратегии, используя коэффициент Шарпа и CAGR

Спойлер: ОРИГИНАЛЬНОЕ ОПИСАНИЕ НА АНГЛИЙСКОМ

Starting with various forex concepts, the course discusses fundamental forex value strategy based on Real Effective Exchange Rate (REER). The course is a blend of various videos, PDFs, and IPython notebooks and Interactive coding exercises to make you understand the concepts in a practical way.

THE HIGHLIGHTS OF THIS COURSE ARE AS FOLLOWS:

• Macroeconomic factors affecting the forex market
• Forex valuation methods such as Purchasing Power Parity, Nominal Effective Exchange Rate, Real Effective Exchange Rate.
• Code forex value strategy based on REER in Python

WHAT WILL YOU LEARN

• How different macroeconomic factors affect the forex market such as Inflation, balance of trade, etc.
• Understand forex valuation methods such as Purchasing Power Parity (PPP), Nominal Effective Exchange Rate (NEER), and Real Effective Exchange Rate (REER)
• How to create and backtest a forex value strategy based on REER in Python

COURSE MODULES

• Section 1: Introduction. Learn various macroeconomic factors such as Inflation, GDP, interest rate and balance of trade that affect the forex market
• Section 2: Valuation methods. Learn the valuation of currency using different techniques such as purchasing power parity, real and nominal exchange rate.
• Section 3: Value strategy using REER. Learn a forex trading strategy using the real effective exchange rate and additional considerations to enhance the strategy
• Section 4: Code the strategy. Learn to step by step code the strategy discussed in section 3 and analyze the strategy performance using the sharpe ratio and CAGR.

ABOUT THE AUTHOR
QuantInsti® is a pioneering algorithmic and quantitative trading research institute with a registered user base in 150+ countries. Their flagship course, Executive Programme in Algorithmic Trading (EPAT™) is world’s first verified certification, offered to professionals looking to enter or grow in the algorithmic and quantitative trading industry. QuantInsti also launched its interactive self-paced learning portal, Quantra, offering 20+ interactive courses and tools for quant, created under the guidance of successful practitioners.
With the vision of becoming a global knowledge and technology powerhouse in the quantitative and algorithmic trading domain, QuantInsti also launched Quantra Blueshift in 2018 to offer backtesting and research capabilities for users in both Indian and US markets with minute level data. They work closely with top global financial and educational institutions through their content, delivery and research tools.

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