Quantopian Lectures Saved

linkInfo.json

[
  {
    "lNum": "Lecture 1",
    "lTitle": "Introduction to Research",
    "lInfo": "A simple tutorial to help you get up to speed in the research environment.",
    "lHref": "https://www.quantopian.com/lectures/introduction-to-research",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Research"
  },
  {
    "lNum": "Lecture 2",
    "lTitle": "Introduction to Python",
    "lInfo": "Some basic tools for working in the language.",
    "lHref": "https://www.quantopian.com/lectures/introduction-to-python",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Python"
  },
  {
    "lNum": "Lecture 3",
    "lTitle": "Introduction to NumPy",
    "lInfo": "How to use NumPy for computing on data.",
    "lHref": "https://www.quantopian.com/lectures/introduction-to-numpy",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_NumPy"
  },
  {
    "lNum": "Lecture 4",
    "lTitle": "Introduction to pandas",
    "lInfo": "An introduction to using pandas to manage and analyze your data.",
    "lHref": "https://www.quantopian.com/lectures/introduction-to-pandas",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pandas"
  },
  {
    "lNum": "Lecture 5",
    "lTitle": "Plotting Data",
    "lInfo": "A brief primer.",
    "lHref": "https://www.quantopian.com/lectures/plotting-data",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Plotting_Data"
  },
  {
    "lNum": "Lecture 6",
    "lTitle": "Means",
    "lInfo": "Measures of centrality.",
    "lHref": "https://www.quantopian.com/lectures/means",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Means"
  },
  {
    "lNum": "Lecture 7",
    "lTitle": "Variance",
    "lInfo": "Measures of dispersion.",
    "lHref": "https://www.quantopian.com/lectures/variance",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Variance"
  },
  {
    "lNum": "Lecture 8",
    "lTitle": "Statistical Moments",
    "lInfo": "Ways to think about distributions.",
    "lHref": "https://www.quantopian.com/lectures/statistical-moments",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Statistical_Moments"
  },
  {
    "lNum": "Lecture 9",
    "lTitle": "Linear Correlation Analysis",
    "lInfo": "A basic primer on correlation and how it relates to variance.",
    "lHref": "https://www.quantopian.com/lectures/linear-correlation-analysis",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Correlation_Analysis"
  },
  {
    "lNum": "Lecture 10",
    "lTitle": "Instability of Estimates",
    "lInfo": "How estimates can lie and ways to deal with that.",
    "lHref": "https://www.quantopian.com/lectures/instability-of-estimates",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Instability_of_Estimates"
  },
  {
    "lNum": "Lecture 11",
    "lTitle": "Random Variables",
    "lInfo": "Theory and sample use cases.",
    "lHref": "https://www.quantopian.com/lectures/random-variables",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Random_Variables"
  },
  {
    "lNum": "Lecture 12",
    "lTitle": "Linear Regression",
    "lInfo": "An explanation of the technique and implementation in Python.",
    "lHref": "https://www.quantopian.com/lectures/linear-regression",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Regression"
  },
  {
    "lNum": "Lecture 13",
    "lTitle": "Maximum Likelihood Estimation",
    "lInfo": "A basic intro developed in collaboration with Andrei Kirilenko at MIT Sloan.",
    "lHref": "https://www.quantopian.com/lectures/maximum-likelihood-estimation",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Maximum_Likelihood_Estimation"
  },
  {
    "lNum": "Lecture 14",
    "lTitle": "Regression Model Instability",
    "lInfo": "Why your regression coefficients can change.",
    "lHref": "https://www.quantopian.com/lectures/regression-model-instability",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Regression_Model_Instability"
  },
  {
    "lNum": "Lecture 15",
    "lTitle": "Multiple Linear Regression",
    "lInfo": "Expanding from one to many variables.",
    "lHref": "https://www.quantopian.com/lectures/multiple-linear-regression",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Multiple_Linear_Regression"
  },
  {
    "lNum": "Lecture 16",
    "lTitle": "Violations of Regression Models",
    "lInfo": "What happens when regression assumptions are violated.",
    "lHref": "https://www.quantopian.com/lectures/violations-of-regression-models",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Violations_of_Regression_Models"
  },
  {
    "lNum": "Lecture 17",
    "lTitle": "Model Misspecification",
    "lInfo": "Violation of assumptions can cause a model to falsely look good.",
    "lHref": "https://www.quantopian.com/lectures/model-misspecification",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Model_Misspecification"
  },
  {
    "lNum": "Lecture 18",
    "lTitle": "Residual Analysis",
    "lInfo": "Analysis of residuals leads to healthier models",
    "lHref": "https://www.quantopian.com/lectures/residual-analysis",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Residuals_Analysis"
  },
  {
    "lNum": "Lecture 19",
    "lTitle": "The Dangers of Overfitting",
    "lInfo": "How overfitting can trick you into thinking your algorithm is good.",
    "lHref": "https://www.quantopian.com/lectures/the-dangers-of-overfitting",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/The_Dangers_of_Overfitting"
  },
  {
    "lNum": "Lecture 20",
    "lTitle": "Hypothesis Testing",
    "lInfo": "How to rigorously test your ideas with set confidence levels.",
    "lHref": "https://www.quantopian.com/lectures/hypothesis-testing",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Hypothesis_Testing"
  },
  {
    "lNum": "Lecture 21",
    "lTitle": "Confidence Intervals",
    "lInfo": "A primer in collaboration with Jeremiah Johnson at UNH.",
    "lHref": "https://www.quantopian.com/lectures/confidence-intervals",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Confidence_Intervals"
  },
  {
    "lNum": "Lecture 22",
    "lTitle": "p-Hacking and Multiple Comparisons Bias",
    "lInfo": "Don't be tricked by false positives.",
    "lHref": "https://www.quantopian.com/lectures/p-hacking-and-multiple-comparisons-bias",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/p-Hacking_and_Multiple_Comparisons_Bias"
  },
  {
    "lNum": "Lecture 23",
    "lTitle": "Spearman Rank Correlation",
    "lInfo": "What to do when the relationship in your data is not necessarily linear.",
    "lHref": "https://www.quantopian.com/lectures/spearman-rank-correlation",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Spearman_Rank_Correlation"
  },
  {
    "lNum": "Lecture 24",
    "lTitle": "Leverage",
    "lInfo": "An introduction to leverage in algorithmic trading and how it works.",
    "lHref": "https://www.quantopian.com/lectures/leverage",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Leverage"
  },
  {
    "lNum": "Lecture 25",
    "lTitle": "Position Concentration Risk",
    "lInfo": "Why investing in few assets is very risky.",
    "lHref": "https://www.quantopian.com/lectures/position-concentration-risk",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Position_Concentration_Risk"
  },
  {
    "lNum": "Lecture 26",
    "lTitle": "Estimating Covariance Matrices",
    "lInfo": "Sample covariance matrices are unstable",
    "lHref": "https://www.quantopian.com/lectures/estimating-covariance-matrices",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Estimating_Covariance_Matrices"
  },
  {
    "lNum": "Lecture 27",
    "lTitle": "Introduction to Volume, Slippage, and Liquidity",
    "lInfo": "An overview of liquidity and how it can affect your trading strategies",
    "lHref": "https://www.quantopian.com/lectures/introduction-to-volume-slippage-and-liquidity",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Volume_Slippage_and_Liquidity"
  },
  {
    "lNum": "Lecture 28",
    "lTitle": "Market Impact Models",
    "lInfo": "Modeling market impact is an essential, and often overlooked, part of trading",
    "lHref": "https://www.quantopian.com/lectures/market-impact-models",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Market_Impact_Model"
  },
  {
    "lNum": "Lecture 29",
    "lTitle": "Universe Selection",
    "lInfo": "Defining a trading universe",
    "lHref": "https://www.quantopian.com/lectures/universe-selection",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Universe_Selection"
  },
  {
    "lNum": "Lecture 30",
    "lTitle": "The Capital Asset Pricing Model and Arbitrage Pricing Theory",
    "lInfo": "An examination of the CAPM and Arbitrage Pricing Theory",
    "lHref": "https://www.quantopian.com/lectures/the-capital-asset-pricing-model-and-arbitrage-pricing-theory",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/CAPM_and_Arbitrage_Pricing_Theory"
  },
  {
    "lNum": "Lecture 31",
    "lTitle": "Beta Hedging",
    "lInfo": "How to hedge your algorithm against risk factors.",
    "lHref": "https://www.quantopian.com/lectures/beta-hedging",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Beta_Hedging"
  },
  {
    "lNum": "Lecture 32",
    "lTitle": "Fundamental Factor Models",
    "lInfo": "How fundamental data can be used in factor models.",
    "lHref": "https://www.quantopian.com/lectures/fundamental-factor-models",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models"
  },
  {
    "lNum": "Lecture 33",
    "lTitle": "Portfolio Analysis",
    "lInfo": "A walkthrough of how to fill the gaps in your portfolio's returns",
    "lHref": "https://www.quantopian.com/lectures/portfolio-analysis",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Portfolio_Analysis"
  },
  {
    "lNum": "Lecture 34",
    "lTitle": "Factor Risk Exposure",
    "lInfo": "Estimating exposure to risk factors using factor models.",
    "lHref": "https://www.quantopian.com/lectures/factor-risk-exposure",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Risk_Exposure"
  },
  {
    "lNum": "Lecture 35",
    "lTitle": "Risk-Constrained Portfolio Optimization",
    "lInfo": "Investment strategies try to optimize returns given a risk budget. We’ll show you how to effectively monitor and manage your risk.",
    "lHref": "https://www.quantopian.com/lectures/risk-constrained-portfolio-optimization",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Integration_Cointegration_and_Stationarity"
  },
  {
    "lNum": "Lecture 36",
    "lTitle": "Principal Component Analysis",
    "lInfo": "PCA is a common dimensionality reduction technique used in statistics and machine learning to analyze high-dimensional datasets",
    "lHref": "https://www.quantopian.com/lectures/principal-component-analysis",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Correlation_Analysis"
  },
  {
    "lNum": "Lecture 37",
    "lTitle": "Long-Short Equity",
    "lInfo": "An overview of the long-short equity strategy and how it can be used.",
    "lHref": "https://www.quantopian.com/lectures/long-short-equity",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity"
  },
  {
    "lNum": "Lecture 38",
    "lTitle": "Example: Long-Short Equity Algorithm",
    "lInfo": "An algorithm to go along with Long-Short Equity.",
    "lHref": "https://www.quantopian.com/lectures/example-long-short-equity-algorithm",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models"
  },
  {
    "lNum": "Lecture 39",
    "lTitle": "Factor Analysis with Alphalens",
    "lInfo": "The statistics of determining whether a factor is suitable for a long-short equity algorithm",
    "lHref": "https://www.quantopian.com/lectures/factor-analysis-with-alphalens",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models"
  },
  {
    "lNum": "Lecture 40",
    "lTitle": "Why You Should Hedge Beta and Sector Exposures (Part I)",
    "lInfo": "Here we examine the veracity of independent bets and their effect on the Sharpe ratio",
    "lHref": "https://www.quantopian.com/lectures/why-you-should-hedge-beta-and-sector-exposures-part-i",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models"
  },
  {
    "lNum": "Lecture 41",
    "lTitle": "Why You Should Hedge Beta and Sector Exposures (Part II)",
    "lInfo": "We continue where we left off in part I, examining how small amounts of common factor risk can affect portfolios",
    "lHref": "https://www.quantopian.com/lectures/why-you-should-hedge-beta-and-sector-exposures-part-ii",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models"
  },
  {
    "lNum": "Lecture 42",
    "lTitle": "VaR and CVaR",
    "lInfo": "The loss to which you are exposed.",
    "lHref": "https://www.quantopian.com/lectures/var-and-cvar",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/VaR_and_CVaR"
  },
  {
    "lNum": "Lecture 43",
    "lTitle": "Integration, Cointegration, and Stationarity",
    "lInfo": "How non-stationarity can break traditional analyses.",
    "lHref": "https://www.quantopian.com/lectures/integration-cointegration-and-stationarity",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Integration_Cointegration_and_Stationarity"
  },
  {
    "lNum": "Lecture 44",
    "lTitle": "Introduction to Pairs Trading",
    "lInfo": "A complete workflow to building a basic pairs trading strategy on Quantopian.",
    "lHref": "https://www.quantopian.com/lectures/introduction-to-pairs-trading",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading"
  },
  {
    "lNum": "Lecture 45",
    "lTitle": "Example: Basic Pairs Trading Algorithm",
    "lInfo": "A simple implementation of pairs trading.",
    "lHref": "https://www.quantopian.com/lectures/example-basic-pairs-trading-algorithm",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading"
  },
  {
    "lNum": "Lecture 46",
    "lTitle": "Example: Pairs Trading Algorithm",
    "lInfo": "A more sophisticated pairs trading implementation.",
    "lHref": "https://www.quantopian.com/lectures/example-pairs-trading-algorithm",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading"
  },
  {
    "lNum": "Lecture 47",
    "lTitle": "Autocorrelation and AR Models",
    "lInfo": "Autocorrelation and how to model it to reduce tail risk.",
    "lHref": "https://www.quantopian.com/lectures/autocorrelation-and-ar-models",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Autocorrelation_and_AR_Models"
  },
  {
    "lNum": "Lecture 48",
    "lTitle": "ARCH, GARCH, and GMM",
    "lInfo": "A primer on volatility forecasting models developed with Andrei Kirilenko.",
    "lHref": "https://www.quantopian.com/lectures/arch-garch-and-gmm",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/ARCH_GARCH_and_GMM"
  },
  {
    "lNum": "Lecture 49",
    "lTitle": "Kalman Filters",
    "lInfo": "How to use Kalman filters to get a good signal out of noisy data.",
    "lHref": "https://www.quantopian.com/lectures/kalman-filters",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters"
  },
  {
    "lNum": "Lecture 50",
    "lTitle": "Example: Kalman Filter Pairs Trade",
    "lInfo": "An algorithm to go along with Kalman Filters.",
    "lHref": "https://www.quantopian.com/lectures/example-kalman-filter-pairs-trade",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Confidence_Intervals"
  },
  {
    "lNum": "Lecture 51",
    "lTitle": "Introduction to Futures",
    "lInfo": "An overview of the theory behind futures contracts",
    "lHref": "https://www.quantopian.com/lectures/introduction-to-futures",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Futures"
  },
  {
    "lNum": "Lecture 52",
    "lTitle": "Futures Trading Considerations",
    "lInfo": "Some particulars on trading futures contracts",
    "lHref": "https://www.quantopian.com/lectures/futures-trading-considerations",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Futures_Trading_Considerations"
  },
  {
    "lNum": "Lecture 53",
    "lTitle": "Mean Reversion on Futures",
    "lInfo": "Further exploration on mean reversion in futures markets",
    "lHref": "https://www.quantopian.com/lectures/mean-reversion-on-futures",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Mean_Reversion_on_Futures"
  },
  {
    "lNum": "Lecture 54",
    "lTitle": "Example: Pairs Trading on Futures",
    "lInfo": "A futures pairs trading algorithm",
    "lHref": "https://www.quantopian.com/lectures/example-pairs-trading-on-futures",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Futures_Trading_Considerations"
  },
  {
    "lNum": "Lecture 55",
    "lTitle": "Case Study: Traditional Value Factor",
    "lInfo": "How to build a long/short value factor.",
    "lHref": "https://www.quantopian.com/lectures/case-study-traditional-value-factor",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Traditional_Value_Factor"
  },
  {
    "lNum": "Lecture 56",
    "lTitle": "Case Study: Comparing ETFs",
    "lInfo": "A simple example of p-value testing on real data.",
    "lHref": "https://www.quantopian.com/lectures/case-study-comparing-etfs",
    "ghLink": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Comparing_ETFs"
  }
]

list.md

Lecture 1: Introduction to Research
Lecture 2: Introduction to Python
Lecture 3: Introduction to NumPy
Lecture 4: Introduction to pandas
Lecture 5: Plotting Data
Lecture 6: Means
Lecture 7: Variance
Lecture 8: Statistical Moments
Lecture 9: Linear Correlation Analysis
Lecture 10: Instability of Estimates
Lecture 11: Random Variables
Lecture 12: Linear Regression
Lecture 13: Maximum Likelihood Estimation
Lecture 14: Regression Model Instability
Lecture 15: Multiple Linear Regression
Lecture 16: Violations of Regression Models
Lecture 17: Model Misspecification
Lecture 18: Residual Analysis
Lecture 19: The Dangers of Overfitting
Lecture 20: Hypothesis Testing
Lecture 21: Confidence Intervals
Lecture 22: p-Hacking and Multiple Comparisons Bias
Lecture 23: Spearman Rank Correlation
Lecture 24: Leverage
Lecture 25: Position Concentration Risk
Lecture 26: Estimating Covariance Matrices
Lecture 27: Introduction to Volume, Slippage, and Liquidity
Lecture 28: Market Impact Models
Lecture 29: Universe Selection
Lecture 30: The Capital Asset Pricing Model and Arbitrage Pricing Theory
Lecture 31: Beta Hedging
Lecture 32: Fundamental Factor Models
Lecture 33: Portfolio Analysis
Lecture 34: Factor Risk Exposure
Lecture 35: Risk-Constrained Portfolio Optimization
Lecture 36: Principal Component Analysis
Lecture 37: Long-Short Equity
Lecture 38: Example: Long-Short Equity Algorithm
Lecture 39: Factor Analysis with Alphalens
Lecture 40: Why You Should Hedge Beta and Sector Exposures (Part I)
Lecture 41: Why You Should Hedge Beta and Sector Exposures (Part II)
Lecture 42: VaR and CVaR
Lecture 43: Integration, Cointegration, and Stationarity
Lecture 44: Introduction to Pairs Trading
Lecture 45: Example: Basic Pairs Trading Algorithm
Lecture 46: Example: Pairs Trading Algorithm
Lecture 47: Autocorrelation and AR Models
Lecture 48: ARCH, GARCH, and GMM
Lecture 49: Kalman Filters
Lecture 50: Example: Kalman Filter Pairs Trade
Lecture 51: Introduction to Futures
Lecture 52: Futures Trading Considerations
Lecture 53: Mean Reversion on Futures
Lecture 54: Example: Pairs Trading on Futures
Lecture 55: Case Study: Traditional Value Factor
Lecture 56: Case Study: Comparing ETFs\