Advanced Algorithmic Trading
Learn how to develop and deploy your own factor-driven strategy.
The workflows presented in this workshop are the workflows used
by professional quants to run large portfolios.
We will walk you through the entire quant workflow including:
evaluating your model,
writing a strategy based on the pricing model,
and evaluating the strategy's performance.
Advanced Topics and Exercises:
- Long-Short Equity Strategies
- The Pipeline API
- Fundamental Factor Portfolios
- Analyzing Factor Performance
- Backtesting and Real Market Concerns
- Performance Analysis of Backtested Results using Pyfolio
Prerequisites to Attend:
- A strong working knowledge of the Quantopian platform,
including the IDE and research environment.
- Understanding of the following lectures from the Quantopian Lecture Series: Multiple Linear Regression, Hypothesis Testing, Spearman Rank Correlation, Beta Hedging, and The Dangers of Overfitting.
- College level math and statistics.
The curriculum for the workshop has been vetted and used to teach lectures by professors at top-tier universities, including:
Harvard IACS and Cornell ORIE.
The Workshop will be held on March 4th, 2017
from 10am-5:30pm at
The Assemblage in Singapore.
1 Sophia Road #02-17, Peace Centre