In our latest video, Quantopian community member and multiple challenge winner Vedran Rusman gives an inside look into his research process. This video starts with Dr. Thomas Wiecki conducting a short interview about Vedran’s background as a finance professional in Bosnia and continues with Vedran walking the audience through the creation of an estimates factor all the way from inception to implementation, analysis, evaluation, and backtesting, generously sharing his hard-earned wisdom.
As a finance professional himself, Vedran shows how others can use their financial knowledge to help create challenge-worthy factors. He also gives an explanation of the reasoning behind his decisions, allowing you to walk away with a better understanding of how to develop and improve your own factors.
Check out our latest challenge here, where you can test out your skills and create a challenge ready algorithm.
Watch Vedran's factor-development video here, or below:
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