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The Quantopian Summer Lecture Series has Arrived

THIS POST IS OUTDATED. All lectures are now available at https://www.quantopian.com/lectures

Hi everyone,

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.

"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.

Stay Tuned

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!

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

8 responses

Hi Delaney,

Anything upcoming for NYC?

Thanks!

Hi Jamie,

We're definitely planning on presenting the lecture series in NYC. We're still working out scheduling, but we're thinking about late summer/early fall at this point. We will share the dates and locations when we have them.

Thanks,
Delaney

I realized that I forgot to link to the NYC meetup page in my previous comment. Anybody looking for our meetups in the NYC area can subscribe here for notifications. We actually have an event scheduled for next week (not part of the lecture series).

http://www.meetup.com/NYC-Algorithmic-Trading/

The new home for our lecture series is ready! You can now find the notebooks, backtests, and videos from these lectures here: https://www.quantopian.com/lectures. Please check out it out and let us know what you think.

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Kudos to the Quantopian team for putting together this great resource. Bumping this post to suggest everyone check these over as 'must reads'. A lot of insightful ideas, best practices, and technical education. These lectures address many of the posts here in the forums. Check them out.

Thanks, Dan! For those just joining, in addition to the primordial stage lectures presented above, all lectures are available here: https://www.quantopian.com/lectures

Hi Delaney,

I was just wondering if this series is a good way to pick up my Python skills, all the while working on your projects, or if this series of lectures is more intended for advanced users/programmers in order to guide them into developing top-notch algorithms. Would you recommend someone who just finished his Codecademy tutorial to improve his Python skills watching this tutorial, or is the target audience different?

Many thanks,

J

Hello Jeffrey,

We now have lectures introducing basic Python concepts at the start of the series here:

https://www.quantopian.com/lectures

I would recommend going through some of the early lectures and seeing if they make sense. If not please let us know why, as we designed those lectures for folks like yourself and would love to make them more helpful.