Don't miss our next webinar with Quantopian Engineer, Kathryn Glowinski, presenting "Three-Dimensional Time: Working with Alternative Data." This webinar will be on Wednesday, October 11th from 10:00PM - 11:00PM EDT.
We will be running a couple webinars per month and be holding them at different times to accommodate everyone, everywhere who is interested. The webinar and slides will also be recorded and available to watch at another time.
Three-Dimensional Time: Working with Alternative Data
Have you ever heard about lookahead bias? How about algorithms struggling with stale data? Typically these problems are categorized as "incorrect data", but in fact, the issue does not lie with the data itself, but with your perspective on the data.
This talk will examine how we typically view data through the lens of time, and why, generally, that typical approach is wrong. At Quantopian, we've tried several ways of handling data with regards to time, and we'll talk about lessons learned along the way. We'll also discuss what multidimensionality means for financial data specifically, and how we can apply this to get better results in backtesting. Additionally, we'll touch on how to apply multidimensionality to more general data, and why it's important for anyone working with applied data to take this approach.
After registering, you will receive a confirmation email containing information about joining the webinar.