We are running our next webinar with Interactive Brokers. Quantopian's Director of Academia, Delaney Mackenzie, will be presenting "Idea to Algorithm: The Full Workflow Behind Developing a Quantitative Trading Strategy".
Register for the webinar here!
Idea to Algorithm: The Full Workflow Behind Developing a Quantitative Trading Strategy
The process of strategy development is that of turning ideas into money. There are numerous steps in between, many of which are unknown to people entering into the space. We'll talk about the common workflows for turning ideas into models, evaluating models, constructing risk constrained portfolios, and executing profitable trades. We'll also talk about some of the common failure modes in each, and what to be aware of to help avoid them. Among the free and open source tools we'll discuss are alphalens, the Quantopian risk model, and pyfolio.
About the Speaker
Delaney’s background is in computer science, statistics, math, and computational genetics. As Director of Academia at Quantopian he oversees the firm’s worldwide educational and academic initiatives. While working with professors at schools including Princeton, MIT, Stanford, and Harvard, Delaney developed the free online Quantopian Lecture Series. The lecture series draws from academic rigor and industry realism and has since spawned a global workshop program teaching quantitative finance. Delaney currently focuses on maintaining the quality of the lectures as they grow, while also growing the audience of people who have learned from the lectures. He graduated from Princeton with a degree in Computer Science.
Learn more about Quantopian at http://www.quantopian.com .
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