Quantopian Advanced Workshop

AI, Quantitative Analysis and Data Science Solutions for Finance and Manufacturing.

Quantopian Advanced Workshop

September 18, 2017 Workshops 1

Presenters: Dr Tom Starke & Michelle Lin

The workshop taught how to use the pipeline API, which enables you to apply your trading ideas to massive universes of stocks and futures while reducing the performance penalty through lazy evaluation.

Next we showed how factor models work. In the US alone there are currently more the 3 trillion dollars assigned to factor models and smart beta, so you could say it’s the world’s dominant trading strategy.

Alphalens is an open-source tool that analyses factors and during the workshop we demonstrated how to use it, so you can build your own factor models to make your strategies more successful.

Finally, we explained how to combine factors in order to turn several weak strategies into a strong one.

Videos coming soon.

One Response

  1. Shaun says:

    i’m very much interested in watching the video 🙂 Please update me once it’s ready!

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