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Quantitative time series and signals· 3 of 4

Quantitative time series and signals

Mean reversion and Ornstein-Uhlenbeck processes

Model mean-reverting price dynamics using continuous Ornstein-Uhlenbeck processes, calibrate parameters, and compute half-life.


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This one opens once you have finished Market microstructure and order books.

Progress is kept against your account, so finishing a module needs one. Everything up to here is open without.