Quantopian Lectures Saved

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