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Algo Grading 101 Webinar Now Available

Missed the webinar or want to see it again? The recording is now available:

The webinar, presented by Dr. Jess Stauth, our vice president of quant strategy, reviews how to analyze your algorithm’s performance and risk characteristics using pyfolio, our new toolkit developed in-house. Jess walks 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:

Click here to watch.


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