Learn from the Experts Ep 5: Alpha Factor Optimization with Cheng Peng

In this video, Quantopian community member and guest speaker, Cheng Peng, walks through his algorithm creation process with Quantopian’s Thomas Wiecki. This video starts with a short interview about Cheng’s background in software engineering, his attempts to build his own backtesting engine, and his discovery of Quantopian. The video continues with Cheng walking through an example algorithm he created on Quantopian.

As a long time community member and speaker at multiple Quantopian events, Cheng shows how he puts his year's worth of experience to use on the Quantopian platform. He also explains the reasoning behind his decisions, allowing you to walk away with a better understanding of how financial algorithms work and a starting point for creating your own.

Learn more by subscribing to our YouTube channel to access all of our videos.

As always, if there are any topics you would like us to focus on for future videos, please comment below or send us a quick note at info@quantopian.com.

Disclaimer
Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice.

More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian.

In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

#finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading