By José Carlos Gonzáles Tanaka Prerequisites This blog is a hands-on tutorial that walks you through the math behind the ARIMA model and how to implement it as a backtesting strategy for stock trading. You’ll not only learn how to apply ARIMA models but also how to enhance your results with advanced concepts and references. … Read more
By José Carlos Gonzáles Tanaka The ARFIMA model is well suited for capturing long-range memory in financial time series. However, it’s not always the case the time series exhibits long memory in their autocorrelation. The ARTFIMA model comes to the rescue to capture not only the long memory but also its short one and the … Read more
By Terry Ashton, updated December 31, 2024 Bitcoin is the most important cryptocurrency in the world with the highest market capitalization and the most elevated price out of all digital coins. Anytime BTC climbs or loses some of its value, the entire marketplace feels the effects as well, and altcoins follow the same patterns. The … Read more