Xenomorph Time Series Workshop
In order to effectively apply financial theory it is important to understand market data, its characteristics and the practical problems it presents. After a discussion on market data and how it can be manipulated, econometrics and technical analysis methods are touched upon, before looking at the practical issues of calculating volatility and correlation from historical data on a daily and intraday basis. The statistics used in algorithmic trading and spread trading are also outlined. Finally, time series analysis is extended to more complex data such as volatility surfaces and the behavioral finance aspects of time series analysis to news are illustrated and discussed.