01:59
Quantopian in the Classroom - New University Quant Contest
13:36
Women in FinTech: Spotlight on Leslie Newman, FactSet
50:10
“The Five Reasons why most Traders Fail - and How to Avoid Them” with Andreas Clenow
00:51
Welcome to Quantopian
22:07
Women in FinTech: Spotlight on Whitney Melford, Kensho Technologies
13:08
Women in FinTech: Spotlight on Beha Abasi
04:17
Preprocessing Data for Modeling
03:05
Feature Selection in Machine Learning
02:48
Classification and Regression in Machine Learning
48:14
Financial Data Pipelines at Quantopian with James Meickle
02:35
Using Jupyter to Streamline your Research
17:24
Women in FinTech: Spotlight on Amy Nutt, O’Reilly Media
05:09
Using Pyfolio to Analyze your Trading Strategies
44:17
Home Runs and Strike Outs: How Model Complexity Leads to Back Test Success and Out
03:55
Learn How Factor Quantile Turnover can Impact Your Trading Costs
14:27
Women in FinTech: Spotlight on Pavithra Rao, RapidMiner
58:44
“What To Do Before Machine Learning” with Dr. Ernie Chan
03:18
Use Your Custom Data to Find Alpha
47:14
How to Get Funded: Live Tearsheet Review with Dr. Jessica Stauth
11:36
Women in FinTech: Spotlight on Ying Xu, Quantopian
04:13
Get Started with the Quantopian Contest
13:45
Women in FinTech: Spotlight on Jean Donnelly, FinTech Sandbox
58:56
Factor Modeling
03:07
Using Pipeline to Compute Factors Across a Large Universe of Stocks
19:58
Women in FinTech: Spotlight on Dr. YY Huang, RapidMiner
03:09
Risk Management and Portfolio Construction
16:53
Women in FinTech: Spotlight on Christina Qi, Domeyard
20:13
Women in FinTech: Spotlight on Dr. Jessica Stauth, Quantopian
01:26
Changing the FinTech Culture One Woman at a Time
54:52
Learn How to Build a Model in Python to Analyze Sentiment from Twitter Data
03:26
Using Alphalens for Analysis
05:08
Finding Alpha in Political Contributions
03:02
How Convex Optimization is Used in Finance w/ Scott Sanderson
36:38
The Acquirer's Multiple: How to beat The Little Book that Beats the Market
06:21
From Fetcher to Self Serve Data
00:50
Become a Quant
57:43
Live Tearsheet Review with Dr. Jess Stauth
09:15
How Reinforcement Learning can be Applied to Quantitative Finance w/ Dr. Tom Starke
04:30
P-Values and IC Analysis
01:01:02
Introduction to Qgrid
02:24
Long Short Equity
40:30
Behavioral Arbitrage Design Strategies that Time Market Mistakes
06:15
Upload Your Custom Datasets with Self-Serve Data
01:03:26
Convex Optimization for Finance
06:58
Forecasting World Cup Game Outcomes
06:55
Lazy Prices with Dr. Lauren Cohen, professor at HBS
03:05
Diversify your Portfolio with Pairs Trading
03:31
Iterative Model Design: Our Research Environment
01:02:36
Cryptocurrencies 101, presented by The Ocean
04:18
The Quant Workflow
27:02
Improved Backtest Analysis on Quantopian
17:57
Understanding the Algorithm API Tutorial
32:02
Interpreting factor Anomalies
31:24
Partnerships for Emerging Quants
01:03:08
"On the Bayesian Interpretation of Black–Litterman" by Dr. Gordon Ritter
40:22
"Correlated Volatility Shocks" by Dr. Xiao Qiao from QuantCon NYC 2017
59:23
The Do's and Don't's of Quant Trading
33:28
"Identifying Credibility of News" by Dr. Sameena Shah from QuantCon NYC 2017
00:54
QuantCon NYC 2018
00:36
QuantCon 2018