Back in November we announced that the first version of Quantopian's Risk Model was being made available, for free, to our community. While we provided a set of implementation notes, it was always our intention to follow up with a white paper that would present our approach and implementation a bit more formally. The Quantopian Risk Model white paper is now available on our platform or if you prefer, you can download it as a PDF.
If you haven't taken a look at our risk model or don't know much about risk management, now is a great time to learn! If the white paper isn't your speed quite yet, you can also head over to the lectures page and look at the lessons on Factor Risk Exposure and Risk Constrained Portfolio Optimization.
Recently at QuantCon, I gave a talk describing the risk model. For those who purchase the replay tickets or attended the conference live, you can view the recording today (along with all of the other recordings from QuantCon). This talk will be released to the general public later this year.
We expect to continually work to expand and improve both the Quantopian Risk Model itself and our documentation and educational materials covering risk management and performance attribution. Please let us know if you have questions or feedback!