https://github.com/mengyaohuang/quantopian
Quantopian notebook
https://github.com/mengyaohuang/quantopian
quantopian trading
Last synced: 6 months ago
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Quantopian notebook
- Host: GitHub
- URL: https://github.com/mengyaohuang/quantopian
- Owner: MengyaoHuang
- Created: 2017-10-22T21:09:28.000Z (over 8 years ago)
- Default Branch: master
- Last Pushed: 2019-03-21T01:34:50.000Z (almost 7 years ago)
- Last Synced: 2025-03-26T23:44:01.067Z (11 months ago)
- Topics: quantopian, trading
- Language: Jupyter Notebook
- Size: 674 KB
- Stars: 2
- Watchers: 0
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# Quantopian notebook
This jupyter notebook workshop is for IIT Stuart-Princeton Quant Trading Conference 2017 Chicago
Date: Monday, October 23, 2017 from 9:00 AM to 5:00 PM (CDT)
Place: Illinois Institute of Technology, Stuart School of Business Downtown Campus
565 West Adams Street
Chicago, IL 60616
## Quantopian workshop Introduction
- Quantopian is a crowd-sourced investment firm and provider of of the world's first browser-based algorithmic trading platform.
The material presented has already been vetted and used by professors at top tier schools such as Havard, Princeton, Stanford and MIT.
- There will be hands-on exercises using real financial data and all the concepts will be presented with take-home code to perform
every analysis.
## Quantopian workshop Agenda
- Introduction to Algorithm Trading
- Overview of Quantopian Platform
- Exercise: Introduction to Research Environment
- Lecture: Introduction to Pairs Trading
- Exercise: Find your own pairs
- Lecture: Best Practices in Quantitative Research
- Lecture: Overfitting
- Exercise: Backtesting
- Choice of Directed Exercises
- Wrap-up