Videos

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動画数:253件

COVID-19 Infographics Challenge Overview

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
2020年04月17日
00:00:00 - 00:23:22
Corporate Pension Fund Live Tearsheet Review & Winners Announcement Webinar

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.
2020年04月07日
00:00:00 - 00:48:58
Learn from the Experts Episode 4: Avoiding Overfitting via Cross-Validation with Joakim

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
2020年03月28日
00:00:00 - 00:48:47
Learn from the Experts Episode 3: Building Sector-Specific Factors with Leo

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
2020年03月13日
00:00:00 - 00:31:11
Insider Transactions Dataset Challenge: Live Tearsheet Review & Winner Announcement

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.
2020年02月28日
00:00:00 - 00:54:12
Learn from the Experts Ep 2: Fast Iterative Factor Development with Kyle

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
2020年02月22日
00:00:00 - 00:53:31
Learn from the Experts Ep 1: Full Algorithm Creation with Vedran

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
2020年02月08日
00:00:00 - 00:46:31
Live Webinar: Overview of Quantopian-Based Paper on Uncovering Momentum with Yulia Malitskaia

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.
2020年01月31日
00:00:00 - 00:28:18
Corporate Actions and Price Adjustments Part 3: Price Adjustments

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
2020年01月18日
00:00:00 - 00:07:12
Financials Challenge Live Tearsheet Review & Winner Announcement with Dr. Thomas Wiecki

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.
2020年01月03日
00:00:00 - 00:40:13