THIS POST IS OUTDATED. All lectures are now available at https://www.quantopian.com/lectures
We have launched a free quantitative finance education curriculum for our community. We have started holding a series of lectures via meetups and webinars that cover the concepts of the curriculum and demonstrate how to use our platform and tools to write a good algorithm. We are also releasing cloneable notebooks and algorithms for each topic covered.
This curriculum is being developed in concert with our academic program, in which we're working with professors at schools including MIT Sloan, Stanford, and Harvard. The education material we're generating is being vetted by professors as they use our platform to teach their classes, so you can expect to get the same materials that are in use at top schools.
Webinars, Cloneable Notebooks, and Algorithms
"The Art of Not Following the Market" covered some approaches for reducing correlation to a benchmark and discussed why returns aren’t everything. You can view the webinar and then clone the corresponding notebooks and algos here.
"The Good, The Bad, and The Correlated" focused on how to diversify your portfolio by minimizing correlation between your assets’ return streams. To learn more, view the webinar and corresponding notebooks from this lecture.
"You Don't Know How Wrong You Are" reviewed problems with how estimates are often taken and discuss some ways to quantify this uncertainty. This lecture is broken into 3 parts. Learn more, view the corresponding webinars and notebooks below.
- Instability of Parameter Estimates notebook and webinar.
- Overfitting notebook and webinar.
- Kalman Filters notebook and webinar.
"You Don't Know How Wrong You Are Part 2: This Time You're More Wrong" reviewed some of the ways that models are constructed can lead to a complete breakdown in the statistics used to evaluate them. You can view the corresponding post, notebooks, and webinar here.
Upcoming Schedule of Lectures
- On August 26th in Boston: "What's In Your Returns?" will cover how factor models are useful for researching strategies, reducing dependencies on external factors, and understanding your returns distribution. The corresponding webinar will be held on August 27th.
We will be publishing the webinars, and clone-able algorithms and notebooks on the new Quantopian Lectures page. Take a look and let us know what you think!