動画一覧です。 https://ml.streamdb.net/videos-rss/c/UC606MUq45P3zFLa4VGKbxsg Thu, 29 Feb 24 14:00:00 +0900 https://ml.streamdb.net/timelines/v/2b_UNZUTsio Thu, 29 Feb 24 14:00:00 +0900 Humanitarian Adventures and Trading | Jared Broad Join host Fawce in an in-depth interview with Jared Broad as they discuss the intertwining worlds of trading, start-ups, fintech, quantitative finance, and self exploration. Get insights into how these diverse fields intersect and influence each other, straight from industry expert Jared Broad. Tune in now to gain valuable insights into the dynamics of these industries and how they shape our world and experiences. Links: Quantopian Community: https://community.quantopian.com/home QuantConnect: https://www.quantconnect.com/ The Celestine Prophecy - James Redfield: https://www.goodreads.com/book/show/13103.The_Celestine_Prophecy Conversations with God: An Uncommon Dialogue - Neale Donald Walsch: https://www.goodreads.com/book/show/15015.Conversations_with_God Days of War and Nights of Love: Crimethink for Beginners - Frederick Markatos Dixon: https://www.goodreads.com/book/show/90416.Days_of_War_Nights_of_Love The Alchemist - Paul Coelho: https://www.goodreads.com/en/book/show/18144590 Learn more by subscribing to our YouTube channel to access all of our videos. #Trading #Startups #Fintech #QuantitativeFinance #Travel #Interview #Finance #Technology #Entrepreneurship 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 #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading https://ml.streamdb.net/timelines/v/BxY8jn4cf9c Sat, 17 Feb 24 11:59:51 +0900 The Quant Grind: Jason Strimpel Jason Strimpel rises at 4 am every day to crank out code and write about python in finance through his amazing weekly newsletter, PyQuantNews. If you haven’t subscribed already, go sign up right now; every week Jason sends out some of the best python code for finance. He’s a former practicing quant and current AWS executive with a busy family life, yet he still manages to craft these instant python classics week in and week out. I had the great pleasure of a long conversation with Jason about his work, his past (including some struggles), and what he is looking forward to building. 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 [email protected]. 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 #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading https://ml.streamdb.net/timelines/v/a2KpYxS3K-U Mon, 22 Jan 24 00:00:00 +0900 Guest Retro: DomeYard with Christina Qi Christina Qi founded DomeYard, a high frequency trading hedge fund. In this incredibly candid interview, she takes us through DomeYard's founding, shutdown, and all the adventures in between. Disclaimer Quantopian provides this presentation to help people learn about quant finance - 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 #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading https://ml.streamdb.net/timelines/v/ofzGO8038Kc Fri, 12 Jan 24 11:34:04 +0900 Quantopian Retro E2: Thomas Wiecki, the Bayesian Welcome to the Quantopian Retro, a short series of interviews of Quantopian teammates, community members, and outside quants/experts. The goal of the series is to look back on Quantopian and reflect on what went right, what went wrong, and what we can learn from it all. This episode is with Thomas Wiecki, who was one of the first Quantopian employees and lead our data science efforts. Thomas is well-known among Bayesian practitioners, as well as the python community. We talk about his perspective on Quantopian, his own company PyMC Labs, what he took away from the whole experience, and what he is interested in creating in the future. 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 [email protected]. 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 #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading https://ml.streamdb.net/timelines/v/NZ7VPwgX4rk Fri, 05 Jan 24 08:43:34 +0900 AI in Trading with Professor Esfan Esfandiar Haghverdi is a Professor of Computer Science at Indiana University. He is the host for AI in Trading, a course for the Quantopian Community. This is the introductory lecture and the full course is available at https://community.quantopian.com. From Professor Esfan: This is the first lecture in a new course that will explore applications of artificial intelligence (AI) in finance. In particular, we will look at the applications of Machine Learning (ML), a subfield of AI to trading, a subfield of finance. We start from very basic notions in both ML and finance and build our way up slowly but with confidence. The use of theory and mathematics is need-based, so that we do not introduce unnecessary complexity to our studies. We follow several books and papers published in this field. Videos will be posted on the Quantopian course space together with notes and lecture notes (slides). The course will be offered free of charge for Quantopian Community members. 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 [email protected]. Disclaimer Quantopian provides this presentation to help people learn about 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 #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading https://ml.streamdb.net/timelines/v/KcewyDJoQds Sun, 03 Dec 23 21:00:00 +0900 The Data Entrepreneur: Anju Marempudi Anju is the founder of Eventvestor. In this episode, he shares his journey and some of the big lessons from building his own company, as well as a prediction for the future role of quant in investing. 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 #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading https://ml.streamdb.net/timelines/v/b8m1OM7UrEM Fri, 01 Dec 23 00:12:05 +0900 From Academia to Pro Quant and Back Again - Yuri Malitsky If you were at the top of your field in computer science, pursuing post-doc research and publishing frequently, would you consider moving to industry? Would finance be a draw? Many quants start in academic positions and move to finance; a rare few manage to do both. This week we will get to know Yuri Malitsky, who has done top tier computer science research in academia, ML research at IBM Watson, data science and trading at JP Morgan, and most recently he directs product analytics for a major financial data provider. All along the way, he has kept his academic connection — lately by lecturing at the University of Virginia’s Data Science program. Yuri has a voracious curiosity that takes him on many interesting adventures in machine learning, AI, game development, finance, and large scale software development. A consistent theme for his work is automating large and complex processes. In this interview, Yuri shares his favorite quant interview question, his prediction for the next 18 months in AI, and thoughts on AI powered software development. thanks, fawce p.s. You can sign up for our weekly newsletter at www.quantopian.com. Disclaimer - Not Advice Quantopian provides this presentation to help people learn about quant finance, algorithmic trading, and related topics - 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 videos, newsletter issues, social media posts, or 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 #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading https://ml.streamdb.net/timelines/v/cUOVmve2Uac Mon, 23 Oct 23 09:00:00 +0900 Quantopian Retro E1: The Dan Whitnable Interview Welcome to the Quantopian Retro, a short series of interviews of Quantopian teammates, community members, and outside quants/experts. The goal of the series is to look back on Quantopian and reflect on what went right, what went wrong, and what we can learn from it all. This episode is with Dan Whitnable, erstwhile head of community at Quantopian. Dan was an engineer and started using Quantopian for his own trading. Over time, he became a major contributor to the Quantopian user forums and eventually joined Quantopian to work with the community full time. Dan has a unique mix of internal and external perspectives on Quantopian. I hope everyone enjoys his insights as much as I did. Have questions or ideas about the retro? Someone you want me to interview? Drop me a line via feedback at quantopian, or make a comment. thanks, fawce 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 #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading https://ml.streamdb.net/timelines/v/9yZZgEZTnNE Sun, 01 Oct 23 07:13:46 +0900 Quantopian Retro E0: The Jean Bredeche Interview Welcome to the Quantopian Retro, a short series of interviews of Quantopian teammates, community members, and outside quants/experts. The goal of the series is to look back on Quantopian and reflect on what went right, what went wrong, and what we can learn from it all. This episode is with my friend and Quantopian CTO/co-founder, Jean Bredeche. Jean has many strengths, in this episode I hope you will be able to appreciate his easy candor and warmth, hear his motivations, and understand what he learned from building Quantopian. Have questions or ideas about the retro? Someone you want me to interview? Drop me a line via feedback at quantopian, or make a comment. thanks, fawce p.s. You can sign up for our weekly newsletter at www.quantopian.com. Disclaimer - Not Advice Quantopian provides this presentation to help people learn about quant finance, algorithmic trading, and related topics - 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 videos, newsletter issues, social media posts, or 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 #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading https://ml.streamdb.net/timelines/v/q0cHh4t2LV0 Fri, 01 May 20 00:49:46 +0900 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 [email protected]. 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 #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading https://ml.streamdb.net/timelines/v/6XahzXPvnCw Fri, 17 Apr 20 02:55:57 +0900 COVID-19 Infographics Challenge Overview Our most recent challenge asks community members to predict the economic impacts of COVID-19 by creating infographics. This challenge differs from past challenges in what it’s asking our community members to create and submit. We have therefore made this video to help get people started. This video gives an overview of the COVID-19 infographics challenge and walks through challenge rules, acceptable submissions, and the prize system. We also show an example notebook to help give you ideas on how to structure your hypotheses, use datasets, and format your infographics. We are very interested in seeing the ideas you guys come up with and are looking forward to your submissions. You can view the challenge post here: https://www.quantopian.com/posts/infographics-challenge-economic-implications-of-covid-19 To learn more about Quantopian, visit www.quantopian.com. Subscribe to our channel to access all of our videos and be notified when a new one is posted. 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 [email protected]. Thank you for watching! Disclaimer 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 [email protected]. 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 #infographics challenge #covid 19 #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading #infographics challenge #covid 19 https://ml.streamdb.net/timelines/v/Nzk182Lr2y4 Tue, 07 Apr 20 03:00:00 +0900 Corporate Pension Fund Live Tearsheet Review & Winners Announcement Webinar In this webinar, Dr. Thomas Wiecki and Dr. Rene Zhang will be announcing the winners and reviewing the winning tearsheets that were submitted to our Third-Party Corporate Pension Challenge. You can find the original challenge post here: https://www.quantopian.com/posts/$10k-third-party-challenge-design-a-factor-for-a-large-us-corporate-pension About the speakers: Thomas Wiecki is the VP of Data Science at Quantopian Inc. Thomas did his Ph.D. at Brown University building computational models of the brain. He is the co-author of the popular probabilistic programming package PyMC3. Rene Zhang is the Director of Data Science at Quantopian. She holds a Ph.D. in applied mathematics from Tufts University specializing in tensor algebra, numerical analysis, and image processing. She joined Quantopian in 2016 and worked on building Quantopian's risk model, feature factory, and statistical selection of trading strategies. 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 [email protected]. 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. https://ml.streamdb.net/timelines/v/ssFbVironJU Sat, 28 Mar 20 00:38:14 +0900 Learn from the Experts Episode 4: Avoiding Overfitting via Cross-Validation with Joakim Interested in creating a challenge-ready algorithm after watching this video? Test out your skills and submit a tearsheet to our latest challenge: https://www.quantopian.com/posts/new-challenge-build-smart-beta-factors In this video, Quantopian community member and challenge winner, Joakim Arvidsson, walks through his algorithm creation process with Quantopian’s Thomas Wiecki. This video starts with a short interview about Joakim’s background in investment banking and continues with Joakim walking through an example algorithm he created on Quantopian. As a long time community member and winner of the daily contest and multiple challenges, Joakim shows how he puts his skills 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 [email protected]. 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 #learn from the experts #joakim arvidsson #avoiding overfitting via cross validation #overfitting #cross-validation #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading #learn from the experts #joakim arvidsson #avoiding overfitting via cross validation #overfitting #cross-validation https://ml.streamdb.net/timelines/v/6us5M_RfyCI Fri, 13 Mar 20 00:05:21 +0900 Learn from the Experts Episode 3: Building Sector-Specific Factors with Leo Interested in creating a challenge-ready algorithm after watching this video? Test out your skills and submit a tearsheet to our latest challenge: https://www.quantopian.com/posts/new-challenge-build-smart-beta-factors In this video, Quantopian community member Leo M walks through his algorithm creation process with Quantopian’s Dr. Thomas Wiecki. This video starts with a short interview about Leo’s background in the ad-tech space and continues with Leo walking through an example algorithm he created on Quantopian. With a background in computer science and an affinity for mathematics and problem solving, Leo shows how he’s put his skills to use on the Quantopian platform. He also gives an explanation of 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 [email protected]. 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 #quant finance #finance education #education videos #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading #quant finance #finance education #education videos https://ml.streamdb.net/timelines/v/AFrIvOeztbM Fri, 28 Feb 20 01:00:00 +0900 Insider Transactions Dataset Challenge: Live Tearsheet Review & Winner Announcement In this webinar, Dr. Thomas Wiecki and Dr. Rene Zhang will be announcing the winners and reviewing the winning tearsheets that were submitted to the Insider Transactions Dataset Challenge. You can find the original post for the challenge here: https://www.quantopian.com/posts/new-tearsheet-challenge-insider-transactions-dataset-5000-dollars-in-prizes About the speakers: Thomas Wiecki is the VP of Data Science at Quantopian Inc. Thomas did his Ph.D. at Brown University building computational models of the brain. He is the co-author of the popular probabilistic programming package PyMC3. Rene Zhang is the Director of Data Science at Quantopian. She holds a Ph.D. in applied mathematics from Tufts University specializing in tensor algebra, numerical analysis, and image processing. She joined Quantopian in 2016 and worked on building Quantopian's risk model, feature factory, and statistical selection of trading strategies. 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 [email protected]. 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. https://ml.streamdb.net/timelines/v/2auYHpG_DHc Sat, 22 Feb 20 02:18:03 +0900 Learn from the Experts Ep 2: Fast Iterative Factor Development with Kyle Interested in creating a challenge-ready algorithm after watching this video? Test out your skills and submit a tearsheet to our latest challenge: https://www.quantopian.com/posts/new-challenge-build-smart-beta-factors In this video, Quantopian community member Kyle McEntush walks through his algorithm creation process with Quantopian’s Dr. Thomas Wiecki. This video starts with a short interview about Kyle’s background in chemical engineering and continues with Kyle walking through an example algorithm he created on Quantopian. As a Chemical Engineer himself, Kyle shows how others can use their engineering and science backgrounds to help them create challenge worthy factors. He also gives an explanation to 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. The materials for this presentation can be found at: https://www.quantopian.com/posts/new-video-learn-from-the-experts-ep-2-fast-iterative-factor-development-with-kyle To learn more about Quantopian, visit www.quantopian.com. Learn more by subscribing to our channel to access all of our videos and be notified when a new one is posted. 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 [email protected]. Thank you for watching! 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 #algorithm creation #full algorithm creation #finance education #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading #algorithm creation #full algorithm creation #finance education https://ml.streamdb.net/timelines/v/7PyKtUvuHNU Sat, 08 Feb 20 02:56:20 +0900 Learn from the Experts Ep 1: Full Algorithm Creation with Vedran Interested in creating a challenge-ready algorithm after watching this video? Test out your skills and submit a tearsheet to our latest challenge: https://www.quantopian.com/posts/new-challenge-build-smart-beta-factors In this video, Quantopian community member Vedran Rusman walks through his algorithm creation process with Quantopian’s Dr. Thomas Wiecki. This video starts with a short interview about Vedrans background as a finance professional in Bosnia and continues with Vedran walking through an example algorithm he created on Quantopian. As a finance professional himself, Vedran shows how others can use their financial knowledge to help them create challenge worthy factors. He also gives an explanation to 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. The materials used in this presentation can be found at https://www.quantopian.com/posts/new-video-learn-from-the-experts-ep-1-full-algorithm-creation-with-vedran-rusman?utm_campaign=new-video-learn-from-the-experts-ep-1-full-algorithm-creation-with-vedran-rusman&utm_medium=email&utm_source=forums. To learn more about Quantopian, visit www.quantopian.com. 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 [email protected]. 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 #algo development #algorithm development #quantopian #trading algorithm development #full algorithm development #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading #algo development #algorithm development #quantopian #trading algorithm development #full algorithm development https://ml.streamdb.net/timelines/v/88N3fbSjp7E Fri, 31 Jan 20 01:00:00 +0900 Live Webinar: Overview of Quantopian-Based Paper on Uncovering Momentum with Yulia Malitskaia This webinar will give an overview of the paper, “Uncovering Momentum” conducted using the Quantopian research platform. The corresponding study explores the momentum strategy following a systematic divide-and-conquer approach composed from a sequence of four steps: 1. dissecting the momentum performance along bull/bear states and winners/losers deciles; 2. identifying the unscaled momentum decile as a basic common block across strategies; 3. rolling the combined in- and out-of-sample analysis; 4. and clustering momentum decile time series. All steps are associated with different subjects of the momentum research domain and subsequently, generate a sequence of four outcomes. For example, combining the in- and out-of-sample momentum decile analysis prompts a more asymmetrical version of the momentum definition. Furthermore, the paper proposes to extend the scope of cross-section return studies with the analysis of temporal patterns by applying time-series clustering. These steps with associated approaches represent self-contained and complementary topics that are intertwined and illustrated by Quantopian notebooks. You can find the forum post here: https://www.quantopian.com/posts/the-next-quantopian-based-paper-on-uncovering-momentum About the Speaker: Yulia Malitskaia is a Researcher at VKY Analytics focusing on multi-factor portfolios and factor investing. She holds degrees from the NYU Stern School of Business, University College Cork Ireland, and the University of Cambridge. 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 [email protected]. 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. https://ml.streamdb.net/timelines/v/dZjGx-XqTe4 Sat, 18 Jan 20 02:25:37 +0900 Corporate Actions and Price Adjustments Part 3: Price Adjustments A trading strategy is impacted by more than just changes in stock prices. Dividends and corporate actions will also affect the securities that your strategy invests in. So, it is good to consider such actions and the impact that they have over the companies in your trading universe when conducting research to develop your strategy. This video is the third and last part of the“Corporate Actions and Price Adjustments” series. It covers price adjustments that occur for the different types of corporate actions. This video expands on different types of corporate actions and how they are dealt with on Quantopian covered in the first two videos. To learn more about Quantopian, visit www.quantopian.com. Learn more by subscribing to our channel to access all of our videos and be notified when a new one is posted. 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 [email protected]. Thank you for watching! 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 #finance education #finance tutorial #tutorial #education #quant finance #quantopian #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading #finance education #finance tutorial #tutorial #education #quant finance #quantopian https://ml.streamdb.net/timelines/v/7mElHwtKNDA Fri, 03 Jan 20 01:00:00 +0900 Financials Challenge Live Tearsheet Review & Winner Announcement with Dr. Thomas Wiecki In this webinar, Dr. Thomas Wiecki will be announcing the winners and reviewing the winning tearsheets that were submitted to the "Financials Dataset Tearsheet Challenge". He will also give feedback to aspiring fund authors and show some positives and negatives from the submitted tearsheets. You can find the original post here: https://www.quantopian.com/posts/financials-tearsheet-challenge About the Speaker Thomas Wiecki is the VP of Data Science at Quantopian Inc. Thomas did his Ph.D. at Brown university building computational models of the brain. He is the co-author of the popular probabilistic programming package PyMC3. 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 [email protected]. 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. https://ml.streamdb.net/timelines/v/w9E8PWg2Xhs Thu, 19 Dec 19 01:00:00 +0900 Japan Challenge Live Tearsheet Review & Winners Announcement with Dr. Thomas Wiecki In this webinar, Dr. Thomas Wiecki will be announcing the winners and reviewing the winning tearsheets that were submitted to the "Japan Tearsheet Challenge". He will also give feedback to aspiring fund authors and show some positives and negatives from the submitted tearsheets. You can find the original post here: https://www.quantopian.com/posts/japan-tearsheet-challenge About the Speaker Thomas Wiecki is the VP of Data Science at Quantopian Inc. Thomas did his Ph.D. at Brown university building computational models of the brain. He is the co-author of the popular probabilistic programming package PyMC3. 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 [email protected]. 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. https://ml.streamdb.net/timelines/v/hvGXplTAA3Y Sat, 07 Dec 19 03:34:40 +0900 Corporate Actions and Price Adjustments Part 2: Corporate Actions Continued A trading strategy is impacted by more than just changes in stock prices. Dividends and corporate actions also affect securities that your strategy invests in. So, it is good to consider such actions and the impact that they have over the companies in your trading universe when conducting research to develop your strategy. This video is the second part of the series "Corporate Actions and Price Adjustments". It covers different types of corporate actions outside of dividends, what they mean, how they impact your strategy, and how the resulting price adjustments are handled on our platform. It is a continuation of the first video which gave an overview of some basic corporate actions and the important dates associated with them. To learn more about Quantopian, visit www.quantopian.com. 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 [email protected]. 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 #corporate actions #price adjustments #dividends #stock splits #mergers #acquisitions #name changes #stock #financial basics #finance education #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading #corporate actions #price adjustments #dividends #stock splits #mergers #acquisitions #name changes #stock #financial basics #finance education https://ml.streamdb.net/timelines/v/r5FRV5XnY1M Mon, 18 Nov 19 23:00:00 +0900 Live Webinar: Guidance Challenge Winners Announcement and Tearsheet Review with Dr. Thomas Wiecki In this webinar, Dr. Thomas Wiecki will be announcing the winners and reviewing the winning tearsheets that were submitted to the "Guidance Dataset Tearsheet Challenge": https://www.quantopian.com/posts/the-next-tearsheet-challenge-is-here-come-up-with-factors-for-the-guidance-dataset. He will also give feedback to aspiring fund authors and show some positives and negatives from the submitted tearsheets. About the Speaker Thomas Wiecki is the VP of Data Science at Quantopian Inc. Thomas did his Ph.D. at Brown university building computational models of the brain. He is the co-author of the popular probabilistic programming package PyMC3. 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 [email protected]. 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. https://ml.streamdb.net/timelines/v/2wn5qWYAjS8 Fri, 01 Nov 19 00:41:20 +0900 Corporate Actions and Price Adjustments Part 1: Dividends and Payment Dates A trading strategy is impacted by more than just changes in stock prices. Dividends and corporate actions will also affect the securities that your strategy invests in. So, it is good to consider such actions and the impact that they have over the companies in your trading universe when conducting research to develop your strategy. This video is the first part of the series “Corporate Actions and Price Adjustments”. It covers the different types of corporate actions, what they mean, how they impact your strategy, and how the resulting price adjustments are handled on our platform. This first video gives an overview of some basic corporate actions and the important dates associated with them. To learn more about Quantopian, visit www.quantopian.com. 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 [email protected]. 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 #corporate actions #price adjustments #dividends #payment dates #stock splits #tender offers #finance education #educational #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading #corporate actions #price adjustments #dividends #payment dates #stock splits #tender offers #finance education #educational https://ml.streamdb.net/timelines/v/ZOBxgEIG0ZY Sat, 12 Oct 19 18:00:00 +0900 Getting Started on Quantopian for Students w/ Dr. Tom Starke This webinar, “Getting Started on Quantopian for Students” was presented by Tom Starke in conjunction with the Finance Club at IIT Roorkee. The goal of this webinar is to help students get hands-on with Quantopian’s platform, and show how it’s resources can help lead to a successful career in the Quant industry. You can find the Getting Started Tutorial at this link: https://www.quantopian.com/tutorials/getting-started And information about the contest at this link: https://www.quantopian.com/contest. About the Speaker Dr. Tom Starke is the CEO of AAAQuants, a consultancy firm for algorithmic trading and AI. Tom was head of the quantitative trading team at Genesis, one of Australia's largest proprietary trading firms. He has a Ph.D. in Physics and worked as principal engineer at Rolls-Royce and held a senior research position at Oxford University. 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 [email protected]. 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. #quantopian #finance #IIT Roorkee #getting started #tutorial #webinar #live webinar #student #educational #getting started on quantopian #quantopian #finance #IIT Roorkee #getting started #tutorial #webinar #live webinar #student #educational #getting started on quantopian https://ml.streamdb.net/timelines/v/FYnxvdHPan8 Thu, 26 Sep 19 08:44:33 +0900 Live Winners Announcement and Tearsheet Review for the Estimates Dataset Tearsheet Challenge In this webinar, Dr. Thomas Wiecki will be announcing the winners and reviewing the winning tearsheets that were submitted to the “Estimates Dataset Tearsheet Challenge” in the Quantopian Forums. In addition to providing useful feedback for all aspiring fund authors, he will also show what happens when the winning factors are combined together. You can find the original post here: https://www.quantopian.com/posts/new-tearsheet-challenge-on-the-estimates-dataset About the Speaker Thomas Wiecki is the VP of Data Science at Quantopian Inc. Thomas did his Ph.D. at Brown university building computational models of the brain. He is the co-author of the popular probabilistic programming package PyMC3. 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 [email protected]. 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 #winner announcement #tearsheet review #quant finance #thomas wiecki #quantopian #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading #winner announcement #tearsheet review #quant finance #thomas wiecki #quantopian https://ml.streamdb.net/timelines/v/c0gpgCyjTM8 Fri, 06 Sep 19 03:31:51 +0900 Reinforcement Learning for Trading Practical Examples and Lessons Learned by Dr. Tom Starke This talk, titled, “Reinforcement Learning for Trading Practical Examples and Lessons Learned” was given by Dr. Tom Starke at QuantCon 2018. Description: Since AlphaGo beat the world Go champion, reinforcement learning has received considerable attention and seems like an attractive choice for completely autonomous trading systems. This talk shows practical aspects and examples of deep reinforcement learning applied to trading and discusses the pros and cons of this technology. The slides for this talk can be viewed at: https://www.slideshare.net/secret/1qorFuvmRdYNGR. About the Speaker: Dr. Tom Starke has a Ph.D. in Physics and works as an algorithmic trader at a proprietary trading company in Sydney. He has a keen interest in mathematical modeling and machine learning in the financial markets. He has previously lectured computer simulation at Oxford University and lead strategic research projects for Rolls-Royce Plc. Tom is very active in the quantitative trading community, running workshops for Quantopian, teaching people quantitative analysis techniques, and organizing algorithmic trading meetup groups such as Cybertraders Syd. To learn more about Quantopian, visit http://www.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 #reinforcement learning #tom starke #thomas starke #dr tom starke #dr thomas starke #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading #reinforcement learning #tom starke #thomas starke #dr tom starke #dr thomas starke https://ml.streamdb.net/timelines/v/bpe5kycfrBg Thu, 22 Aug 19 04:00:00 +0900 Live Webinar: Overview of Quantopian-Based Paper on Momentum with Volatility Timing In this webinar, Yulia Malitskaia will discuss her Quantopian-based research presented in the paper "Momentum with Volatility Timing”. The paper addresses the active topic of factor timing for dynamic multi-factor investing by introducing the volatility-timed winners approach that applies past volatilities as a timing predictor to mitigate momentum factor underperformance. The proposed approach was confirmed with Spearman rank correlation. Furthermore, the paper demonstrated the performance of the proposed method in relation to the conventional cross-sectional momentum factor, volatility scaling, risk-based asset allocation, and time-series momentum. Overall, the study addresses three momentum instantiations: factor, the basis for index construction, and trading strategy. Quantopian has been instrumental for conducting this composite study and the webinar provides an overview of the different aspects of the research alongside the Quantopian platform and tools. About the Speaker: Yulia Malitskaia Yulia Malitskaia is a Researcher at VKY Analytics focusing on multi-factor portfolios and factor investing. She holds degrees from the NYU Stern School of Business, University College Cork Ireland, and the University of Cambridge. Link to Yulia's forum post: https://www.quantopian.com/posts/quantopian-based-paper-on-momentum-with-volatility-timing 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 [email protected]. 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 the 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. https://ml.streamdb.net/timelines/v/SXjfYfwVDJc Fri, 16 Aug 19 00:02:04 +0900 How to Read a Cash Flow Statement We’re back with another video in our “Introduction to Financial Concepts” series that cover the basics of understanding financial documents, terms, and concepts from a quantitative finance perspective. In this video, Arthur Santry covers the general layout and purpose of a cash flow statement, what information can be found in a Cash Flow Statement, and how they can be useful on Quantopian. He also walks us through the FactSet Fundamentals dataset and where you can find cash flow information within it. For more information about FactSet Fundamentals, go to the Data Reference: https://www.quantopian.com/docs/data-reference/factset_fundamentals. You can find more information about Quantopian at www.quantopian.com. 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 [email protected]. 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 #basic finance #financial basics #cash flow statement #cash #balance sheet #income statement #finance education #education #educational #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading #basic finance #financial basics #cash flow statement #cash #balance sheet #income statement #finance education #education #educational https://ml.streamdb.net/timelines/v/CmuRTj0BOSE Sat, 10 Aug 19 02:20:54 +0900 "A Data Science Approach to Managing Crowd-Sourced Systematic Trading Strategies” by Dr. Jess Stauth This talk, titled, "Statistical Algorithm Selection: A Data Science Approach to Managing Systematic Trading Strategies Developed by "The Crowd"" was given by Dr. Jessica Stauth at QuantCon NYC 2018. The field of quantitative finance has experienced rapid adoption of machine learning techniques at nearly every stage of the typical workflow, e.g. new signal identification, signal combination, portfolio optimization, and trading. We explore how the techniques of machine learning might be applied to a unique new problem: identifying trading strategies which are likely to produce "alpha" in a real market setting from a pool of millions of backtests created by Quantopian's 180,000+ member online community. We will review challenges including: - Compiling our (imbalanced) data set of simulation results - Designing features based on transactions, returns, holdings, and more? - Defining a goal (what should we select for?) - Facing the problems of non-stationarity, overfitting, and interaction terms Dr. Jessica Stauth is former Managing Director of Portfolio Management, Research, and Trading at Quantopian, where she and her team were in charge of selecting the algorithms from the Quantopian community. Dr. Stauth holds a Ph.D. in Biophysics from UC Berkeley, where her research focused on computational neuroscience. You can find the slides for this talk at http://bit.ly/stauthqc18. To learn more about Quantopian, visit www.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 the 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 #quantopian #algoirthm #algorithm selection #trading #data science #finance #quantitative finance #risk #risk analysis #math #statistics #algorithms #algorithmic trading #quantopian #algoirthm #algorithm selection #trading #data science