LIVE Webinar - An Overview of the Quantopian Risk Model - External RSVP Online

Feb 14, 2018 · New York, United States of America

Before Quantopian, risk models were only available to deep-pocketed financial institutions. Today, anyone can use ours, for free. Join Quantopian’s Academia and Data Science Lead, Max Margenot, to learn about the new risk model.

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An Overview of the Quantopian Risk Model with Max Margenot
Every portfolio has exposure to common risk factors, whether to an economic sector (like technology or materials) or to a trading style (like momentum or mean reversion). Quantopian’s risk model will help you both identify and manage your portfolio’s exposure to common sources of risk. Max will walk through the lecture on “Risk-Constrained Portfolio Optimization” which can be found here []

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About the Speaker: Max Margenot, Lead - Academia and Data Science

Max’s background is in applied mathematics, statistics, and quantitative finance. He runs the online lecture series at Quantopian and is responsible for workshop curriculums and educational content. In addition to having experimented with algorithmic trading of cryptocurrencies and Bayesian estimation of covariance matrices, Max has published work in theoretical mathematics. He works with top universities including Columbia, U Chicago, and Cornell and holds a MS in Mathematical Finance from Boston University.

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