Missed the webinar or want to see it again? The recording is now available: http://bit.ly/GradeYourAlgo.
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: http://quantopian.github.io/pyfolio/.
Click here to watch.