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Being open (source) in the traditionally secretive field of quant finance.
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Tearsheet feedback webinar 10.10.18
"Three Dimensional Time: Working with Alternative Data" by Kathryn Glowinski, Engineer at Quantopian
"Alpha from Alternative Data" by Emmett Kilduff, Founder and CEO of Eagle Alpha
"Supply Chain Earnings Diffusion" by Josh Holcroft, Head of Quantitative Research, Asia at UBS Investment Bank
"Portfolio Optimisation When You Don’t Know the Future (or the Past)" by Rob Carver, Independent Systematic Futures Trader, Writer and Research Consultant
"Quant Trading for a Living – Lessons from a Life in the Trenches" by Andreas F. Clenow, Chief Investment Officer for Acies Asset Management
“Real Time Machine Learning Architecture and Sentiment Analysis Applied to Finance” by Dr. Juan Cheng, Data Scientist at Infotrie
“Market Insights Through the Lens of a Risk Model” by Olivier d'Assier, Head of Applied Research, APAC for Axioma
"Maximize Alpha with Systematic Factor Testing" by Cheng Peng, Software Engineer at Betterment
"How to Run a Quantitative Trading Business in China with Python" by Xiaoyou Chen, Head of Option Trading at Shanghai Junzhi Asset Management Ltd.
"Fundamental Forecasts: Methods and Timing" by Vinesh Jha, CEO of ExtractAlpha
"From Alpha Discovery to Portfolio Construction: Pitfalls and Solutions" by Dr. Oleg Ruban, Executive Director and Head of Analytics Applied Research for Asia Pacific at MSCI