Algorithmic Trading & Time Series Analysis in Python and R (Udemy.com)

Solid course! A good start for beginners looking to build coding skills for quantitative finance / algorithmic trading. By no means is this a 'catch all' course so anyone expecting to gain an "edge" in trading just from this course should reevaluate. In fact there is no SINGLE course available in this world that can make you achieve trading success. This course is just another resource you can use to learn new concepts and practice coding skills. Course provides: 1. Introductory content related to key concepts in the areas of quantitative finance / trading 2. Application of these key concepts using code / algorithms. 3. A nice mix of R and Python coding fundamentals (see course appendix)

I was a bit afraid of this course since the topic is not so easy but this course is very understandable. The course is well built and Balazs explains everything so clearly that anybody can understand it. He repeats the most important things again and again if needed. I was so satisfied that bought some other courses from him.

This course is good for people who what to quickly gain the knowledge in time series analysis and algorithmic trading. It covers many aspects in technical indicators (SMA, RSI), time series models (ARIMA, GARCH), machine learning strategies, and statistical arbitrage. After the course, I have a better understanding about implementing various time series models, technical analysis, and machine learning approaches in finance. Even though, the trading strategies discussed in the course might need to be refined and tested to be useful, I really enjoyed taking this course.

I'm watching the Time Series part... At this point, I'm like "What's he talking about?" I don't need the explanation of how some method in a library is working from scratch. I need to know the when and how to use it. I can't skip the theory parts because there's code samples in between. I'm overwhelmed. People are using libraries for not being overwhelmed! This was going to be a fun weekend course for me...

The content was good. It definitely shows you how to obtain market data (free) and analyze market data (free) via python and R algorithms. I think it gives you a starting point for working with algorithmic trading. I think you may be able to extend the algorithms presented. The mathematical foundation presented is also of significant value. Those things are probably the real value in the course (rather than trying to use the algorithms directly as they have been presented).

I like the concept of visual teaching, the lectures are in a constructive order and good for getting the general idea. I would like to have a Syllabus for background reading after the lectures. The provided powerpoint sheets require to redo lessons if things are less clear, while a written side-note can safe time. The provided transscipt is a speach-to-text result, it is not accurate enough for using it as side-note (lecture-text). But overall I love the lectures and the tempo of instructions. Thanks.

This course is good to get a grasp on financial Time Series forecasting. Though one needs to know some of the basic about stock prices and a good understanding of statistics. The instructor could have included the assessment of performance and future implementations. Also one portion of the code needs a very long time of processing, that needs to be optimized.

The course brings what it promises. It describes time series modeling using several types of functions and shows practical source code samples in R. Somebody can argue it's lot of theory in it, but personally that's what I was looking for. So I'm very satisfied with the course content.

Good explanation about the use of the models. I would have appreciated more in depth analysis and simulation on more assets and the reasons why these models seems to work better on trending markets like in the SP500 and not so well in adapting to more random markets like currency pairs.

I am somewhat familiar with the content already. I think the material was well covered and definitely filled-in some knowledge gaps for me. I appreciate that I also learned that the final ARIMA + GARCH Model really shows itself to be valuable in times of heightened volatility, e.g. typically a crisis. I know that the strategy struggled quite a bit in the face of the "short vol" trade which sort of broke down in early '18 with the implosion of many short vol funds, etc. All-in-all a good value for the money.