Quantopian Lectures Saved

list.md

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