45:27
The Edge in Trading IPOs Strategy Analysis
46:59
'Optimal Liquidation' Paper Presentation with Dr. Tom Starke
12:57
Theory to Practice: Historical vs Implied Volatility
15:52
Theory to Practice: Implied Volatility Metrics
49:06
Quantopian Book Club: The Scout Mindset
12:56
Theory to Practice: Option Greeks
13:14
Theory to Practice: Moving Averages and the Magnificent 7 with Benjamin George
01:06:24
Optimal Trend-Following Rules In Different Regimes with Dr. Tom Starke
01:01:01
Quantopian Book Club: The Counting House hosted by Jonathan Ng
22:25
Getting Started in Quantitative Trading with QuantConnect with Marek Perez
01:09:14
101 Alphas with Dr. Tom Starke
01:14:38
Humanitarian Adventures and Trading | Jared Broad
01:23:30
The Quant Grind: Jason Strimpel
01:21:54
Guest Retro: DomeYard with Christina Qi
01:16:59
Quantopian Retro E2: Thomas Wiecki, the Bayesian
09:21
AI in Trading with Professor Esfan
57:07
The Data Entrepreneur: Anju Marempudi
01:24:19
From Academia to Pro Quant and Back Again - Yuri Malitsky
01:06:40
Quantopian Retro E1: The Dan Whitnable Interview
49:53
Quantopian Retro E0: The Jean Bredeche Interview
39:41
Learn from the Experts Ep 5: Alpha Factor Optimization with Cheng Peng
23:22
COVID-19 Infographics Challenge Overview
48:47
Learn from the Experts Episode 4: Avoiding Overfitting via Cross-Validation with Joakim
31:11
Learn from the Experts Episode 3: Building Sector-Specific Factors with Leo
53:31
Learn from the Experts Ep 2: Fast Iterative Factor Development with Kyle
46:31
Learn from the Experts Ep 1: Full Algorithm Creation with Vedran
07:12
Corporate Actions and Price Adjustments Part 3: Price Adjustments
07:56
Corporate Actions and Price Adjustments Part 2: Corporate Actions Continued
05:33
Corporate Actions and Price Adjustments Part 1: Dividends and Payment Dates
36:07
Live Winners Announcement and Tearsheet Review for the Estimates Dataset Tearsheet Challenge
43:34
Reinforcement Learning for Trading Practical Examples and Lessons Learned by Dr. Tom Starke
05:26
How to Read a Cash Flow Statement
44:41
"A Data Science Approach to Managing Crowd-Sourced Systematic Trading Strategies” by Dr. Jess Stauth
05:36
How to Read a Balance Sheet
05:06
How to Read an Income Statement
01:00:46
"How to Become a Quant? A Career in Quant Finance" Panel from QuantCon NYC 2018
08:52
Creating a Daily Fantasy Sports Algorithm Using Quantitative Finance, Pt. 3: Assembling a Team
05:02
Creating a Daily Fantasy Sports Algorithm Using Quantitative Finance, Pt. 2: Building the Algorithm
05:26
Creating a Daily Fantasy Sports Algorithm Using Quantitative Finance, Pt. 1: Intro to DFS
43:15
Big Data & Bloomberg News - Using Python in Financial Markets by Saeed Amen from QuantCon 2018
01:13:36
The 7 Reasons Most Machine Learning Funds Fail Marcos Lopez de Prado from QuantCon 2018
02:40
What is a Quant?
25:56
Network-Based Modeling of Complex Systems by Dr. Fatena El-Masri from QuantCon 2018
08:58
How “Too Small to Fail” Can Be Used for Failing Banks with Dr. Fatena El-Masri
32:40
Use of Deep Learning in Tactical Multi-Asset Strategies with Calvin Yu
53:54
What to Look for and Look Out for in Quantitative Investing with Gary Antonacci
03:20
Pipeline Custom Factors
49:26
How to Get Funded: Live Tearsheet Review with Dr. Jess Stauth on 1/24/2019
49:07
Unique Quant Algo Trading Opportunities in Futures by Andreas Clenow - QuantCon 2018
50:42
Reinforcement Learning in the Presence of Nonstationary Variables with Simon Ouellette
02:50
Residual Analysis
03:57
Multiple Linear Regression for Risk Modeling
03:35
Bag of Words
46:29
"Adaptive Markets and Neuro Finance" by Dr. Kathryn Kaminski - QuantCon 2018
03:25
Identifying Your Tradable Stock Universe
02:47
Logistic Regression
40:41
"Return Predictability and Market-Timing: A One-Month Model" by Petra Bakosova - QuantCon 2018
03:22
Alpha and Beta in Finance
46:18
"Optimizing Trading Strategies without Overfitting" by Dr. Ernest Chan - QuantCon 2018
37:07
Finding Alpha from ESG2.0™ Factors Beyond the U.S. with Dr. Stephen Malinak