I will do time series analysis with python, r or other language

Netherlands

I speak English

29 orders completed

Every problem can be solved

- Mathematician and Econometrician (advanced data analytics/statistics, programming and mathematics) by degree with a minor in Computer Science; - History: trader (algorithmic) and (options) market ...
About this Gig


A small summary of the models that I can apply:

  • Multiple linear regressions, logistic (logit) and probit (binary) models with LSE estimators;
  • AR, MA, ARIMA, ARCH, ARCH, E-GARCH ..
  • Vector and structural autoregression models (VAR):
  • Cointegration, ECM (error correction);
  • Unit root test (of-course the well celebrated Dicky-Fuller) and equivalent
  • Panel data, dynamic regressions with lags
  • Factor models; Fama French, Stambaugh & Yuan

And much much more. Drop me a message to discuss the topics.

Technology:

Excel

Jupyter Notebook

MATLAB

Stata

NumPy

Analysis type:

Quantitative analysis

Statistical analysis

Expertise:

AB test

Algorithms

Prediction

Forecasting

Programming language:

Python

R

SPSS

SQL

Other

Tools:

QuickBooks

TradingView

eMoney

Zoho

Cube

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