QUANTOPIAN ADVANCED WORKSHOP SYDNEY, SEPTEMBER 16TH, 2017
Dr Tom Starke and Michelle Lin will be running the Quantopian Advanced workshop on 16 Sept 2017. Here are some information on it. For more information, please follow the link.
Cross-sectional factor modeling is widely accepted by academics and industry practitioners alike as a general and consistent way to model and understand equity markets. We discuss mathematical factor models for both returns forecasting and risk management, and frame everything in terms of workflows used by professional quants to run large capital bases.
We aim to teach intuition for these concepts. Our goal is to have you walk away capable of learning more on your own. We will provide a high-level overview of the entire quantitative factor workflow including: evaluating a factor, comparing factors, combining factors into a strategy, and evaluating the performance of factor strategies.