Quantopian notebook
This jupyter notebook workshop is for IIT Stuart-Princeton Quant Trading Conference 2017 Chicago
Date: Monday, October 23, 2017 from 9:00 AM to 5:00 PM (CDT)
Place: Illinois Institute of Technology, Stuart School of Business Downtown Campus 565 West Adams Street Chicago, IL 60616
Quantopian workshop Introduction
- Quantopian is a crowd-sourced investment firm and provider of of the world's first browser-based algorithmic trading platform. The material presented has already been vetted and used by professors at top tier schools such as Havard, Princeton, Stanford and MIT.
- There will be hands-on exercises using real financial data and all the concepts will be presented with take-home code to perform every analysis.
Quantopian workshop Agenda
- Introduction to Algorithm Trading
- Overview of Quantopian Platform
- Exercise: Introduction to Research Environment
- Lecture: Introduction to Pairs Trading
- Exercise: Find your own pairs
- Lecture: Best Practices in Quantitative Research
- Lecture: Overfitting
- Exercise: Backtesting
- Choice of Directed Exercises
- Wrap-up