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Join us for a Quantopian quantitative finance and algorithmic trading workshop lead by Quantopian's Director of Academia, Delaney Mackenzie!
Advanced Algorithmic Trading Workshop
Cross-sectional factor modeling is widely accepted by academics and industry practitioners alike as a general and consistent way to model and understand equity markets. We discuss mathematical factor models for both returns forecasting and risk management, and frame everything in terms of workflows used by professional quants to run large capital bases.
We aim to teach intuition for these concepts. Our goal is to have you walk away capable of learning more on your own. We will provide a high-level overview of the entire quantitative factor workflow including: evaluating a factor, comparing factors, combining factors into a strategy, and evaluating the performance of factor strategies.
The Quantopian lecture series is vetted and used by professors at dozens of top universities worldwide including Harvard IACS and Cornell ORIE. We work with academics and industry alike to ensure that our curriculum reflects both academic rigor and practical applications.
Prerequisites to Attend:
- Understanding of the following lectures from the Quantopian Lecture Series: Multiple
- College level math and statistics
Learn more and register here.