Join Dr. Jess Stauth, our vice president of quant strategy, on September 24th at 12pm ET, for a live webinar and learn how to analyze your algorithm’s performance and risk characteristics using pyfolio, our new toolkit developed in-house. Jess will walk through a few examples of algorithms from our community to demonstrate how to use pyfolio to improve your algorithms.
We developed pyfolio, an open-sourced library, to support common financial analyses like the computation of certain risk factors (Sharpe, Fama-French), and plots of portfolio allocations over time, in order to help us evaluate trading strategies for our crowd-sourced hedge fund. You can access pyfolio here: http://quantopian.github.io/pyfolio/.
Click here to RSVP.
Jess Stauth is Quantopian's vice president of quant strategy. Jess holds a PhD from UC Berkeley in Biophysics and has worked as an equity quant analyst at the StarMine Corporation and as a Director of Quant Product Strategy for Thomson Reuters prior to joining Quantopian in August of 2013.