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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -32,7 +32,7 @@ Lecture 31: Beta Hedging — [[📝Lecture Notebooks](https://github.com/quantop Lecture 32: Fundamental Factor Models — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)] [[▶️Video](https://www.youtube.com/watch?v=P16zDtf0CE0)]\ Lecture 33: Portfolio Analysis — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Portfolio_Analysis)]\ Lecture 34: Factor Risk Exposure — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Risk_Exposure)] [[▶️Video](https://www.youtube.com/watch?v=Ep8Y5JfQoRg)]\ Lecture 35: Risk-Constrained Portfolio Optimization — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/blob/master/notebooks/lectures/Factor_Based_Risk_Management/notebook.ipynb)]\ Lecture 36: Principal Component Analysis — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/PCA)]\ Lecture 37: Long-Short Equity — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\ Lecture 38: Example: Long-Short Equity Algorithm — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\ -
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Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,56 +1,56 @@ Lecture 1: Introduction to Research — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Research)] [[▶️Video](https://www.youtube.com/watch?v=W-TlWzwM208)]\ Lecture 2: Introduction to Python — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Python)] [[▶️Video](https://www.youtube.com/watch?v=bQUWLkKzpxE)]\ Lecture 3: Introduction to NumPy — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_NumPy)] [[▶️Video](https://www.youtube.com/watch?v=48RqKyD6fas)]\ Lecture 4: Introduction to pandas — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pandas)] [[▶️Video](https://www.youtube.com/watch?v=pAkEuv1lj08)]\ Lecture 5: Plotting Data — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Plotting_Data)] [[▶️Video](https://www.youtube.com/watch?v=nKq_wz3Qk8w)]\ Lecture 6: Means — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Means)] [[▶️Video](https://www.youtube.com/watch?v=XYbsBsRtCjw)]\ Lecture 7: Variance — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Variance)] [[▶️Video](https://www.youtube.com/watch?v=0AWY0odmjSs)]\ Lecture 8: Statistical Moments — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Statistical_Moments)] [[▶️Video](https://www.youtube.com/watch?v=mkVA_xUWDI0)]\ Lecture 9: Linear Correlation Analysis — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Correlation_Analysis)] [[▶️Video](https://www.youtube.com/watch?v=GM76JkrVmRk?t=2m6s)]\ Lecture 10: Instability of Estimates — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Instability_of_Estimates)] [[▶️Video](https://www.youtube.com/watch?v=2pbu3_6lF40)]\ Lecture 11: Random Variables — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Random_Variables)]\ Lecture 12: Linear Regression — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Regression)] [[▶️Video](https://www.youtube.com/watch?v=Af0l3TQJ3h8?t=3m36s)]\ Lecture 13: Maximum Likelihood Estimation — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Maximum_Likelihood_Estimation)]\ Lecture 14: Regression Model Instability — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Regression_Model_Instability)] [[▶️Video](https://www.youtube.com/watch?v=HMQ34PfhzGE)]\ Lecture 15: Multiple Linear Regression — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Multiple_Linear_Regression)]\ Lecture 16: Violations of Regression Models — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Violations_of_Regression_Models)] [[▶️Video](https://www.youtube.com/watch?v=xM94MRs8U3M)]\ Lecture 17: Model Misspecification — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Model_Misspecification)] [[▶️Video](https://www.youtube.com/watch?v=t4peS8Ak-sY)]\ Lecture 18: Residual Analysis — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Residuals_Analysis)]\ Lecture 19: The Dangers of Overfitting — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/The_Dangers_of_Overfitting)] [[▶️Video](https://www.youtube.com/watch?v=KNCgvjyKrcw)]\ Lecture 20: Hypothesis Testing — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Hypothesis_Testing)]\ Lecture 21: Confidence Intervals — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Confidence_Intervals)]\ Lecture 22: p-Hacking and Multiple Comparisons Bias — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/p-Hacking_and_Multiple_Comparisons_Bias)] [[▶️Video](https://www.youtube.com/watch?v=YiDfbYtgUPc)]\ Lecture 23: Spearman Rank Correlation — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Spearman_Rank_Correlation)] [[▶️Video](https://www.youtube.com/watch?v=GM76JkrVmRk?t=25m51s)]\ Lecture 24: Leverage — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Leverage)]\ Lecture 25: Position Concentration Risk — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Position_Concentration_Risk)] [[▶️Video](https://www.youtube.com/watch?v=I1z7B2_FarQ)]\ Lecture 26: Estimating Covariance Matrices — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Estimating_Covariance_Matrices)]\ Lecture 27: Introduction to Volume, Slippage, and Liquidity — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Volume_Slippage_and_Liquidity)]\ Lecture 28: Market Impact Models — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Market_Impact_Model)]\ Lecture 29: Universe Selection — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Universe_Selection)] [[▶️Video](https://www.youtube.com/watch?v=oa5RhuHVbH0)]\ Lecture 30: The Capital Asset Pricing Model and Arbitrage Pricing Theory — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/CAPM_and_Arbitrage_Pricing_Theory)]\ Lecture 31: Beta Hedging — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Beta_Hedging)] [[▶️Video](https://www.youtube.com/watch?v=Af0l3TQJ3h8?t=22m14s)]\ Lecture 32: Fundamental Factor Models — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)] [[▶️Video](https://www.youtube.com/watch?v=P16zDtf0CE0)]\ Lecture 33: Portfolio Analysis — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Portfolio_Analysis)]\ Lecture 34: Factor Risk Exposure — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Risk_Exposure)] [[▶️Video](https://www.youtube.com/watch?v=Ep8Y5JfQoRg)]\ Lecture 35: Risk-Constrained Portfolio Optimization\ Lecture 36: Principal Component Analysis — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/PCA)]\ Lecture 37: Long-Short Equity — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\ Lecture 38: Example: Long-Short Equity Algorithm — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\ Lecture 39: Factor Analysis with Alphalens — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Analysis)] [[▶️Video](https://www.youtube.com/watch?v=v5IYcBxMDYE)]\ Lecture 40: Why You Should Hedge Beta and Sector Exposures (Part I) — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_I)]\ Lecture 41: Why You Should Hedge Beta and Sector Exposures (Part II) — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_II)]\ Lecture 42: VaR and CVaR — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/VaR_and_CVaR)]\ Lecture 43: Integration, Cointegration, and Stationarity — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Integration_Cointegration_and_Stationarity)] [[Video](https://www.youtube.com/watch?v=Pn_RiDbK82M)]\ Lecture 44: Introduction to Pairs Trading — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)] [[▶️Video](https://www.youtube.com/watch?v=JTucMRYMOyY)]\ Lecture 45: Example: Basic Pairs Trading Algorithm — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\ Lecture 46: Example: Pairs Trading Algorithm — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\ Lecture 47: Autocorrelation and AR Models — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Autocorrelation_and_AR_Models)] [[▶️Video](https://www.youtube.com/watch?v=fnrSZvla51Y)]\ Lecture 48: ARCH, GARCH, and GMM — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/ARCH_GARCH_and_GMM)]\ Lecture 49: Kalman Filters — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)] [[▶️Video](https://www.youtube.com/watch?v=RxIdLu18SsE)]\ Lecture 50: Example: Kalman Filter Pairs Trade — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)]\ Lecture 51: Introduction to Futures — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Futures)]\ Lecture 52: Futures Trading Considerations — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Futures_Trading_Considerations)]\ Lecture 53: Mean Reversion on Futures — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Mean_Reversion_on_Futures)]\ Lecture 54: Example: Pairs Trading on Futures — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\ Lecture 55: Case Study: Traditional Value Factor — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Traditional_Value_Factor)]\ Lecture 56: Case Study: Comparing ETFs — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Comparing_ETFs)] -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -40,13 +40,13 @@ Lecture 39: Factor Analysis with Alphalens — [[Lecture Notebooks](https://gith Lecture 40: Why You Should Hedge Beta and Sector Exposures (Part I) — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_I)]\ Lecture 41: Why You Should Hedge Beta and Sector Exposures (Part II) — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_II)]\ Lecture 42: VaR and CVaR — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/VaR_and_CVaR)]\ Lecture 43: Integration, Cointegration, and Stationarity — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Integration_Cointegration_and_Stationarity)] [[Video](https://www.youtube.com/watch?v=Pn_RiDbK82M)]\ Lecture 44: Introduction to Pairs Trading — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)] [[Video](https://www.youtube.com/watch?v=JTucMRYMOyY)]\ Lecture 45: Example: Basic Pairs Trading Algorithm — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\ Lecture 46: Example: Pairs Trading Algorithm — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\ Lecture 47: Autocorrelation and AR Models — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Autocorrelation_and_AR_Models)] [[Video](https://www.youtube.com/watch?v=fnrSZvla51Y)]\ Lecture 48: ARCH, GARCH, and GMM — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/ARCH_GARCH_and_GMM)]\ Lecture 49: Kalman Filters — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)] [[Video](https://www.youtube.com/watch?v=RxIdLu18SsE)]\ Lecture 50: Example: Kalman Filter Pairs Trade — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)]\ Lecture 51: Introduction to Futures — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Futures)]\ Lecture 52: Futures Trading Considerations — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Futures_Trading_Considerations)]\ -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -28,15 +28,15 @@ Lecture 27: Introduction to Volume, Slippage, and Liquidity — [[Lecture Notebo Lecture 28: Market Impact Models — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Market_Impact_Model)]\ Lecture 29: Universe Selection — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Universe_Selection)] [[Video](https://www.youtube.com/watch?v=oa5RhuHVbH0)]\ Lecture 30: The Capital Asset Pricing Model and Arbitrage Pricing Theory — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/CAPM_and_Arbitrage_Pricing_Theory)]\ Lecture 31: Beta Hedging — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Beta_Hedging)] [[Video](https://www.youtube.com/watch?v=Af0l3TQJ3h8?t=22m14s)]\ Lecture 32: Fundamental Factor Models — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)] [[Video](https://www.youtube.com/watch?v=P16zDtf0CE0)]\ Lecture 33: Portfolio Analysis — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Portfolio_Analysis)]\ Lecture 34: Factor Risk Exposure — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Risk_Exposure)] [[Video](https://www.youtube.com/watch?v=Ep8Y5JfQoRg)]\ Lecture 35: Risk-Constrained Portfolio Optimization\ Lecture 36: Principal Component Analysis — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/PCA)]\ Lecture 37: Long-Short Equity — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\ Lecture 38: Example: Long-Short Equity Algorithm — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\ Lecture 39: Factor Analysis with Alphalens — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Analysis)] [[Video](https://www.youtube.com/watch?v=v5IYcBxMDYE)]\ Lecture 40: Why You Should Hedge Beta and Sector Exposures (Part I) — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_I)]\ Lecture 41: Why You Should Hedge Beta and Sector Exposures (Part II) — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_II)]\ Lecture 42: VaR and CVaR — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/VaR_and_CVaR)]\ -
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Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -9,24 +9,24 @@ Lecture 8: Statistical Moments — [[Lecture Notebooks](https://github.com/quant Lecture 9: Linear Correlation Analysis — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Correlation_Analysis)] [[Video](https://www.youtube.com/watch?v=GM76JkrVmRk?t=2m6s)]\ Lecture 10: Instability of Estimates — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Instability_of_Estimates)] [[Video](https://www.youtube.com/watch?v=2pbu3_6lF40)]\ Lecture 11: Random Variables — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Random_Variables)]\ Lecture 12: Linear Regression — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Regression)] [[Video](https://www.youtube.com/watch?v=Af0l3TQJ3h8?t=3m36s)]\ Lecture 13: Maximum Likelihood Estimation — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Maximum_Likelihood_Estimation)]\ Lecture 14: Regression Model Instability — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Regression_Model_Instability)] [[Video](https://www.youtube.com/watch?v=HMQ34PfhzGE)]\ Lecture 15: Multiple Linear Regression — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Multiple_Linear_Regression)]\ Lecture 16: Violations of Regression Models — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Violations_of_Regression_Models)] [[Video](https://www.youtube.com/watch?v=xM94MRs8U3M)]\ Lecture 17: Model Misspecification — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Model_Misspecification)] [[Video](https://www.youtube.com/watch?v=t4peS8Ak-sY)]\ Lecture 18: Residual Analysis — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Residuals_Analysis)]\ Lecture 19: The Dangers of Overfitting — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/The_Dangers_of_Overfitting)] [[Video](https://www.youtube.com/watch?v=KNCgvjyKrcw)]\ Lecture 20: Hypothesis Testing — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Hypothesis_Testing)]\ Lecture 21: Confidence Intervals — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Confidence_Intervals)]\ Lecture 22: p-Hacking and Multiple Comparisons Bias — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/p-Hacking_and_Multiple_Comparisons_Bias)] [[Video](https://www.youtube.com/watch?v=YiDfbYtgUPc)]\ Lecture 23: Spearman Rank Correlation — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Spearman_Rank_Correlation)] [[Video](https://www.youtube.com/watch?v=GM76JkrVmRk?t=25m51s)]\ Lecture 24: Leverage — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Leverage)]\ Lecture 25: Position Concentration Risk — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Position_Concentration_Risk)] [[Video](https://www.youtube.com/watch?v=I1z7B2_FarQ)]\ Lecture 26: Estimating Covariance Matrices — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Estimating_Covariance_Matrices)]\ Lecture 27: Introduction to Volume, Slippage, and Liquidity — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Volume_Slippage_and_Liquidity)]\ Lecture 28: Market Impact Models — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Market_Impact_Model)]\ Lecture 29: Universe Selection — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Universe_Selection)] [[Video](https://www.youtube.com/watch?v=oa5RhuHVbH0)]\ Lecture 30: The Capital Asset Pricing Model and Arbitrage Pricing Theory — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/CAPM_and_Arbitrage_Pricing_Theory)]\ Lecture 31: Beta Hedging — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Beta_Hedging)]\ Lecture 32: Fundamental Factor Models — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)]\ -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -4,7 +4,7 @@ Lecture 3: Introduction to NumPy — [[Lecture Notebooks](https://github.com/qua Lecture 4: Introduction to pandas — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pandas)] [[Video](https://www.youtube.com/watch?v=pAkEuv1lj08)]\ Lecture 5: Plotting Data — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Plotting_Data)] [[Video](https://www.youtube.com/watch?v=nKq_wz3Qk8w)]\ Lecture 6: Means — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Means)] [[Video](https://www.youtube.com/watch?v=XYbsBsRtCjw)]\ Lecture 7: Variance — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Variance)] [[Video](https://www.youtube.com/watch?v=0AWY0odmjSs)]\ Lecture 8: Statistical Moments — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Statistical_Moments)] [[Video](https://www.youtube.com/watch?v=mkVA_xUWDI0)]\ Lecture 9: Linear Correlation Analysis — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Correlation_Analysis)] [[Video](https://www.youtube.com/watch?v=GM76JkrVmRk?t=2m6s)]\ Lecture 10: Instability of Estimates — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Instability_of_Estimates)] [[Video](https://www.youtube.com/watch?v=2pbu3_6lF40)]\ -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,5 +1,5 @@ Lecture 1: Introduction to Research — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Research)] [[Video](https://www.youtube.com/watch?v=W-TlWzwM208)]\ Lecture 2: Introduction to Python — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Python)] [[Video](https://www.youtube.com/watch?v=bQUWLkKzpxE)]\ Lecture 3: Introduction to NumPy — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_NumPy)] [[Video](https://www.youtube.com/watch?v=48RqKyD6fas)]\ Lecture 4: Introduction to pandas — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pandas)] [[Video](https://www.youtube.com/watch?v=pAkEuv1lj08)]\ Lecture 5: Plotting Data — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Plotting_Data)] [[Video](https://www.youtube.com/watch?v=nKq_wz3Qk8w)]\ -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,13 +1,13 @@ Lecture 1: Introduction to Research — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Research)] [Video](https://www.youtube.com/watch?v=W-TlWzwM208)\ Lecture 2: Introduction to Python — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Python)] [Video](https://www.youtube.com/watch?v=bQUWLkKzpxE)\ Lecture 3: Introduction to NumPy — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_NumPy)] [[Video](https://www.youtube.com/watch?v=48RqKyD6fas)]\ Lecture 4: Introduction to pandas — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pandas)] [[Video](https://www.youtube.com/watch?v=pAkEuv1lj08)]\ Lecture 5: Plotting Data — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Plotting_Data)] [[Video](https://www.youtube.com/watch?v=nKq_wz3Qk8w)]\ Lecture 6: Means — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Means)] [[Video](https://www.youtube.com/watch?v=XYbsBsRtCjw)]\ Lecture 7: Variance — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Variance)] [[Video] (https://www.youtube.com/watch?v=0AWY0odmjSs)]\ Lecture 8: Statistical Moments — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Statistical_Moments)] [[Video](https://www.youtube.com/watch?v=mkVA_xUWDI0)]\ Lecture 9: Linear Correlation Analysis — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Correlation_Analysis)] [[Video](https://www.youtube.com/watch?v=GM76JkrVmRk?t=2m6s)]\ Lecture 10: Instability of Estimates — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Instability_of_Estimates)] [[Video](https://www.youtube.com/watch?v=2pbu3_6lF40)]\ Lecture 11: Random Variables — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Random_Variables)]\ Lecture 12: Linear Regression — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Regression)]\ Lecture 13: Maximum Likelihood Estimation — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Maximum_Likelihood_Estimation)]\ -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -32,7 +32,8 @@ Lecture 31: Beta Hedging — [[Lecture Notebooks](https://github.com/quantopian/ Lecture 32: Fundamental Factor Models — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)]\ Lecture 33: Portfolio Analysis — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Portfolio_Analysis)]\ Lecture 34: Factor Risk Exposure — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Risk_Exposure)]\ Lecture 35: Risk-Constrained Portfolio Optimization\ Lecture 36: Principal Component Analysis — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/PCA)]\ Lecture 37: Long-Short Equity — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\ Lecture 38: Example: Long-Short Equity Algorithm — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\ Lecture 39: Factor Analysis with Alphalens — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Analysis)]\ -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -52,4 +52,4 @@ Lecture 52: Futures Trading Considerations — [[Lecture Notebooks](https://gith Lecture 53: Mean Reversion on Futures — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Mean_Reversion_on_Futures)]\ Lecture 54: Example: Pairs Trading on Futures — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\ Lecture 55: Case Study: Traditional Value Factor — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Traditional_Value_Factor)]\ Lecture 56: Case Study: Comparing ETFs — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Comparing_ETFs)] -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -36,10 +36,8 @@ Lecture 35: Risk-Constrained Portfolio OptimizationLecture 36: Principal Compone Lecture 37: Long-Short Equity — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\ Lecture 38: Example: Long-Short Equity Algorithm — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\ Lecture 39: Factor Analysis with Alphalens — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Analysis)]\ Lecture 40: Why You Should Hedge Beta and Sector Exposures (Part I) — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_I)]\ Lecture 41: Why You Should Hedge Beta and Sector Exposures (Part II) — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_II)]\ Lecture 42: VaR and CVaR — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/VaR_and_CVaR)]\ Lecture 43: Integration, Cointegration, and Stationarity — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Integration_Cointegration_and_Stationarity)]\ Lecture 44: Introduction to Pairs Trading — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\ @@ -54,5 +52,4 @@ Lecture 52: Futures Trading Considerations — [[Lecture Notebooks](https://gith Lecture 53: Mean Reversion on Futures — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Mean_Reversion_on_Futures)]\ Lecture 54: Example: Pairs Trading on Futures — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\ Lecture 55: Case Study: Traditional Value Factor — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Traditional_Value_Factor)]\ Lecture 56: Case Study: Comparing ETFs — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Comparing_ETFs)]\ -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,57 +1,58 @@ Lecture 1: Introduction to Research — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Research)]\ Lecture 2: Introduction to Python — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Python)]\ Lecture 3: Introduction to NumPy — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_NumPy)]\ Lecture 4: Introduction to pandas — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pandas)]\ Lecture 5: Plotting Data — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Plotting_Data)]\ Lecture 6: Means — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Means)]\ Lecture 7: Variance — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Variance)]\ Lecture 8: Statistical Moments — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Statistical_Moments)]\ Lecture 9: Linear Correlation Analysis — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Correlation_Analysis)]\ Lecture 10: Instability of Estimates — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Instability_of_Estimates)]\ Lecture 11: Random Variables — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Random_Variables)]\ Lecture 12: Linear Regression — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Regression)]\ Lecture 13: Maximum Likelihood Estimation — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Maximum_Likelihood_Estimation)]\ Lecture 14: Regression Model Instability — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Regression_Model_Instability)]\ Lecture 15: Multiple Linear Regression — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Multiple_Linear_Regression)]\ Lecture 16: Violations of Regression Models — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Violations_of_Regression_Models)]\ Lecture 17: Model Misspecification — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Model_Misspecification)]\ Lecture 18: Residual Analysis — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Residuals_Analysis)]\ Lecture 19: The Dangers of Overfitting — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/The_Dangers_of_Overfitting)]\ Lecture 20: Hypothesis Testing — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Hypothesis_Testing)]\ Lecture 21: Confidence Intervals — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Confidence_Intervals)]\ Lecture 22: p-Hacking and Multiple Comparisons Bias — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/p-Hacking_and_Multiple_Comparisons_Bias)]\ Lecture 23: Spearman Rank Correlation — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Spearman_Rank_Correlation)]\ Lecture 24: Leverage — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Leverage)]\ Lecture 25: Position Concentration Risk — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Position_Concentration_Risk)]\ Lecture 26: Estimating Covariance Matrices — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Estimating_Covariance_Matrices)]\ Lecture 27: Introduction to Volume, Slippage, and Liquidity — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Volume_Slippage_and_Liquidity)]\ Lecture 28: Market Impact Models — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Market_Impact_Model)]\ Lecture 29: Universe Selection — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Universe_Selection)]\ Lecture 30: The Capital Asset Pricing Model and Arbitrage Pricing Theory — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/CAPM_and_Arbitrage_Pricing_Theory)]\ Lecture 31: Beta Hedging — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Beta_Hedging)]\ Lecture 32: Fundamental Factor Models — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)]\ Lecture 33: Portfolio Analysis — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Portfolio_Analysis)]\ Lecture 34: Factor Risk Exposure — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Risk_Exposure)]\ Lecture 35: Risk-Constrained Portfolio OptimizationLecture 36: Principal Component Analysis — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/PCA)]\ Lecture 37: Long-Short Equity — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\ Lecture 38: Example: Long-Short Equity Algorithm — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\ Lecture 39: Factor Analysis with Alphalens — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Analysis)]\ Lecture 40: Why You Should Hedge Beta and Sector Exposures (Part I — [[Lecture Notebooks](undefined)]\ — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_I)]\ Lecture 41: Why You Should Hedge Beta and Sector Exposures (Part II — [[Lecture Notebooks](undefined)]\ — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_II)]\ Lecture 42: VaR and CVaR — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/VaR_and_CVaR)]\ Lecture 43: Integration, Cointegration, and Stationarity — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Integration_Cointegration_and_Stationarity)]\ Lecture 44: Introduction to Pairs Trading — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\ Lecture 45: Example: Basic Pairs Trading Algorithm — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\ Lecture 46: Example: Pairs Trading Algorithm — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\ Lecture 47: Autocorrelation and AR Models — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Autocorrelation_and_AR_Models)]\ Lecture 48: ARCH, GARCH, and GMM — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/ARCH_GARCH_and_GMM)]\ Lecture 49: Kalman Filters — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)]\ Lecture 50: Example: Kalman Filter Pairs Trade — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)]\ Lecture 51: Introduction to Futures — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Futures)]\ Lecture 52: Futures Trading Considerations — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Futures_Trading_Considerations)]\ Lecture 53: Mean Reversion on Futures — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Mean_Reversion_on_Futures)]\ Lecture 54: Example: Pairs Trading on Futures — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\ Lecture 55: Case Study: Traditional Value Factor — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Traditional_Value_Factor)]\ Lecture 56: Case Study: Comparing ETFs — [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Comparing_ETFs)]\ — [[Lecture Notebooks](undefined)]\ -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,4 +1,4 @@ Lecture 1: Introduction to Research [[Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Research)]\ Lecture 2: Introduction to Python [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Python)\ Lecture 3: Introduction to NumPy [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_NumPy)\ Lecture 4: Introduction to pandas [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pandas)\ -
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Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,56 +1,57 @@ Lecture 1: Introduction to Research [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Research)\ Lecture 2: Introduction to Python [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Python)\ Lecture 3: Introduction to NumPy [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_NumPy)\ Lecture 4: Introduction to pandas [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pandas)\ Lecture 5: Plotting Data [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Plotting_Data)\ Lecture 6: Means [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Means)\ Lecture 7: Variance [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Variance)\ Lecture 8: Statistical Moments [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Statistical_Moments)\ Lecture 9: Linear Correlation Analysis [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Correlation_Analysis)\ Lecture 10: Instability of Estimates [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Instability_of_Estimates)\ Lecture 11: Random Variables [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Random_Variables)\ Lecture 12: Linear Regression [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Regression)\ Lecture 13: Maximum Likelihood Estimation [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Maximum_Likelihood_Estimation)\ Lecture 14: Regression Model Instability [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Regression_Model_Instability)\ Lecture 15: Multiple Linear Regression [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Multiple_Linear_Regression)\ Lecture 16: Violations of Regression Models [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Violations_of_Regression_Models)\ Lecture 17: Model Misspecification [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Model_Misspecification)\ Lecture 18: Residual Analysis [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Residuals_Analysis)\ Lecture 19: The Dangers of Overfitting [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/The_Dangers_of_Overfitting)\ Lecture 20: Hypothesis Testing [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Hypothesis_Testing)\ Lecture 21: Confidence Intervals [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Confidence_Intervals)\ Lecture 22: p-Hacking and Multiple Comparisons Bias [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/p-Hacking_and_Multiple_Comparisons_Bias)\ Lecture 23: Spearman Rank Correlation [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Spearman_Rank_Correlation)\ Lecture 24: Leverage [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Leverage)\ Lecture 25: Position Concentration Risk [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Position_Concentration_Risk)\ Lecture 26: Estimating Covariance Matrices [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Estimating_Covariance_Matrices)\ Lecture 27: Introduction to Volume, Slippage, and Liquidity [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Volume_Slippage_and_Liquidity)\ Lecture 28: Market Impact Models [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Market_Impact_Model)\ Lecture 29: Universe Selection [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Universe_Selection)\ Lecture 30: The Capital Asset Pricing Model and Arbitrage Pricing Theory [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/CAPM_and_Arbitrage_Pricing_Theory)\ Lecture 31: Beta Hedging [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Beta_Hedging)\ Lecture 32: Fundamental Factor Models [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)\ Lecture 33: Portfolio Analysis [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Portfolio_Analysis)\ Lecture 34: Factor Risk Exposure [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Risk_Exposure)\ Lecture 35: Risk-Constrained Portfolio OptimizationLecture 36: Principal Component Analysis [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/PCA)\ Lecture 37: Long-Short Equity [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)\ Lecture 38: Example: Long-Short Equity Algorithm [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)\ Lecture 39: Factor Analysis with Alphalens [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Analysis)\ Lecture 40: Why You Should Hedge Beta and Sector Exposures (Part I [Lecture Notebooks](undefined)\ [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_I)\ Lecture 41: Why You Should Hedge Beta and Sector Exposures (Part II [Lecture Notebooks](undefined)\ [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_II)\ Lecture 42: VaR and CVaR [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/VaR_and_CVaR)\ Lecture 43: Integration, Cointegration, and Stationarity [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Integration_Cointegration_and_Stationarity)\ Lecture 44: Introduction to Pairs Trading [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)\ Lecture 45: Example: Basic Pairs Trading Algorithm [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)\ Lecture 46: Example: Pairs Trading Algorithm [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)\ Lecture 47: Autocorrelation and AR Models [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Autocorrelation_and_AR_Models)\ Lecture 48: ARCH, GARCH, and GMM [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/ARCH_GARCH_and_GMM)\ Lecture 49: Kalman Filters [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)\ Lecture 50: Example: Kalman Filter Pairs Trade [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)\ Lecture 51: Introduction to Futures [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Futures)\ Lecture 52: Futures Trading Considerations [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Futures_Trading_Considerations)\ Lecture 53: Mean Reversion on Futures [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Mean_Reversion_on_Futures)\ Lecture 54: Example: Pairs Trading on Futures [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)\ Lecture 55: Case Study: Traditional Value Factor [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Traditional_Value_Factor)\ Lecture 56: Case Study: Comparing ETFs [Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Comparing_ETFs) -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -53,4 +53,4 @@ Lecture 35: Risk-Constrained Portfolio Optimization\ [Lecture 53: Mean Reversion on Futures](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Mean_Reversion_on_Futures)\ [Lecture 54: Example: Pairs Trading on Futures](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)\ [Lecture 55: Case Study: Traditional Value Factor](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Traditional_Value_Factor)\ [Lecture 56: Case Study: Comparing ETFs](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Comparing_ETFs) -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -32,13 +32,13 @@ [Lecture 32: Fundamental Factor Models](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)\ [Lecture 33: Portfolio Analysis](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Portfolio_Analysis)\ [Lecture 34: Factor Risk Exposure](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Risk_Exposure)\ Lecture 35: Risk-Constrained Portfolio Optimization\ [Lecture 36: Principal Component Analysis](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/PCA)\ [Lecture 37: Long-Short Equity](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)\ [Lecture 38: Example: Long-Short Equity Algorithm](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)\ [Lecture 39: Factor Analysis with Alphalens](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Analysis)\ [Lecture 40: Why You Should Hedge Beta and Sector Exposures (Part I)](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_I)\ [Lecture 41: Why You Should Hedge Beta and Sector Exposures (Part II)](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_II)\ [Lecture 42: VaR and CVaR](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/VaR_and_CVaR)\ [Lecture 43: Integration, Cointegration, and Stationarity](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Integration_Cointegration_and_Stationarity)\ [Lecture 44: Introduction to Pairs Trading](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)\ @@ -47,10 +47,10 @@ [Lecture 47: Autocorrelation and AR Models](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Autocorrelation_and_AR_Models)\ [Lecture 48: ARCH, GARCH, and GMM](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/ARCH_GARCH_and_GMM)\ [Lecture 49: Kalman Filters](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)\ [Lecture 50: Example: Kalman Filter Pairs Trade](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)\ [Lecture 51: Introduction to Futures](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Futures)\ [Lecture 52: Futures Trading Considerations](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Futures_Trading_Considerations)\ [Lecture 53: Mean Reversion on Futures](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Mean_Reversion_on_Futures)\ [Lecture 54: Example: Pairs Trading on Futures](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)\ [Lecture 55: Case Study: Traditional Value Factor](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Traditional_Value_Factor)\ [Lecture 56: Case Study: Comparing ETFs](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Comparing_ETFs)\ -
Oct 30, 2020 . 1 changed file with 214 additions and 0 deletions.There are no files selected for viewing
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -0,0 +1,214 @@ [ { "title": "arch garch and gmm", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/ARCH_GARCH_and_GMM" }, { "title": "arbitrage pricing theory", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Arbitrage_Pricing_Theory" }, { "title": "autocorrelation and ar models", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Autocorrelation_and_AR_Models" }, { "title": "beta hedging", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Beta_Hedging" }, { "title": "capm and arbitrage pricing theory", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/CAPM_and_Arbitrage_Pricing_Theory" }, { "title": "case study comparing etfs", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Comparing_ETFs" }, { "title": "case study traditional value factor", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Traditional_Value_Factor" }, { "title": "confidence intervals", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Confidence_Intervals" }, { "title": "estimating covariance matrices", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Estimating_Covariance_Matrices" }, { "title": "factor analysis", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Analysis" }, { "title": "factor based risk management", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Based_Risk_Management" }, { "title": "factor risk exposure", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Risk_Exposure" }, { "title": "fundamental factor models", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models" }, { "title": "futures trading considerations", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Futures_Trading_Considerations" }, { "title": "hypothesis testing", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Hypothesis_Testing" }, { "title": "instability of estimates", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Instability_of_Estimates" }, { "title": "integration cointegration and stationarity", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Integration_Cointegration_and_Stationarity" }, { "title": "introduction to futures", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Futures" }, { "title": "introduction to numpy", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_NumPy" }, { "title": "introduction to pairs trading", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading" }, { "title": "introduction to pandas", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pandas" }, { "title": "introduction to python", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Python" }, { "title": "introduction to research", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Research" }, { "title": "introduction to volume slippage and liquidity", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Volume_Slippage_and_Liquidity" }, { "title": "kalman filters", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters" }, { "title": "leverage", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Leverage" }, { "title": "linear correlation analysis", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Correlation_Analysis" }, { "title": "linear regression", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Regression" }, { "title": "long short equity", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity" }, { "title": "market impact model", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Market_Impact_Model" }, { "title": "maximum likelihood estimation", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Maximum_Likelihood_Estimation" }, { "title": "mean reversion on futures", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Mean_Reversion_on_Futures" }, { "title": "means", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Means" }, { "title": "model misspecification", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Model_Misspecification" }, { "title": "multiple linear regression", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Multiple_Linear_Regression" }, { "title": "pca", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/PCA" }, { "title": "plotting data", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Plotting_Data" }, { "title": "portfolio analysis", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Portfolio_Analysis" }, { "title": "position concentration risk", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Position_Concentration_Risk" }, { "title": "random variables", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Random_Variables" }, { "title": "ranking universes by factors", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Ranking_Universes_by_Factors" }, { "title": "regression model instability", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Regression_Model_Instability" }, { "title": "residuals analysis", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Residuals_Analysis" }, { "title": "spearman rank correlation", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Spearman_Rank_Correlation" }, { "title": "statistical moments", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Statistical_Moments" }, { "title": "the dangers of overfitting", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/The_Dangers_of_Overfitting" }, { "title": "universe selection", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Universe_Selection" }, { "title": "var and cvar", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/VaR_and_CVaR" }, { "title": "variance", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Variance" }, { "title": "violations of regression models", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Violations_of_Regression_Models" }, { "title": "why hedge i", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_I" }, { "title": "why hedge ii", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_II" }, { "title": "p hacking and multiple comparisons bias", "href": "https://github.com/quantopian/research_public/tree/master/notebooks/lectures/p-Hacking_and_Multiple_Comparisons_Bias" } ] -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -0,0 +1,394 @@ [ { "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" } ] -
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Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,56 +1,56 @@ [Lecture 1: Introduction to Research](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Research)\ [Lecture 2: Introduction to Python](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Python)\ [Lecture 3: Introduction to NumPy](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_NumPy)\ [Lecture 4: Introduction to pandas](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pandas)\ [Lecture 5: Plotting Data](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Plotting_Data)\ [Lecture 6: Means](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Means)\ [Lecture 7: Variance](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Variance)\ [Lecture 8: Statistical Moments](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Statistical_Moments)\ [Lecture 9: Linear Correlation Analysis](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Correlation_Analysis)\ [Lecture 10: Instability of Estimates](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Instability_of_Estimates)\ [Lecture 11: Random Variables](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Random_Variables)\ [Lecture 12: Linear Regression](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Regression)\ [Lecture 13: Maximum Likelihood Estimation](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Maximum_Likelihood_Estimation)\ [Lecture 14: Regression Model Instability](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Regression_Model_Instability)\ [Lecture 15: Multiple Linear Regression](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Multiple_Linear_Regression)\ [Lecture 16: Violations of Regression Models](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Violations_of_Regression_Models)\ [Lecture 17: Model Misspecification](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Model_Misspecification)\ [Lecture 18: Residual Analysis](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Residuals_Analysis)\ [Lecture 19: The Dangers of Overfitting](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/The_Dangers_of_Overfitting)\ [Lecture 20: Hypothesis Testing](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Hypothesis_Testing)\ [Lecture 21: Confidence Intervals](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Confidence_Intervals)\ [Lecture 22: p-Hacking and Multiple Comparisons Bias](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/p-Hacking_and_Multiple_Comparisons_Bias)\ [Lecture 23: Spearman Rank Correlation](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Spearman_Rank_Correlation)\ [Lecture 24: Leverage](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Leverage)\ [Lecture 25: Position Concentration Risk](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Position_Concentration_Risk)\ [Lecture 26: Estimating Covariance Matrices](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Estimating_Covariance_Matrices)\ [Lecture 27: Introduction to Volume, Slippage, and Liquidity](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Volume_Slippage_and_Liquidity)\ [Lecture 28: Market Impact Models](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Market_Impact_Model)\ [Lecture 29: Universe Selection](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Universe_Selection)\ [Lecture 30: The Capital Asset Pricing Model and Arbitrage Pricing Theory](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/CAPM_and_Arbitrage_Pricing_Theory)\ [Lecture 31: Beta Hedging](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Beta_Hedging)\ [Lecture 32: Fundamental Factor Models](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)\ [Lecture 33: Portfolio Analysis](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Portfolio_Analysis)\ [Lecture 34: Factor Risk Exposure](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Risk_Exposure)\ [Lecture 35: Risk-Constrained Portfolio Optimization](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Integration_Cointegration_and_Stationarity)\ [Lecture 36: Principal Component Analysis](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Correlation_Analysis)\ [Lecture 37: Long-Short Equity](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)\ [Lecture 38: Example: Long-Short Equity Algorithm](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)\ [Lecture 39: Factor Analysis with Alphalens](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)\ [Lecture 40: Why You Should Hedge Beta and Sector Exposures (Part I)](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)\ [Lecture 41: Why You Should Hedge Beta and Sector Exposures (Part II)](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)\ [Lecture 42: VaR and CVaR](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/VaR_and_CVaR)\ [Lecture 43: Integration, Cointegration, and Stationarity](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Integration_Cointegration_and_Stationarity)\ [Lecture 44: Introduction to Pairs Trading](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)\ [Lecture 45: Example: Basic Pairs Trading Algorithm](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)\ [Lecture 46: Example: Pairs Trading Algorithm](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)\ [Lecture 47: Autocorrelation and AR Models](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Autocorrelation_and_AR_Models)\ [Lecture 48: ARCH, GARCH, and GMM](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/ARCH_GARCH_and_GMM)\ [Lecture 49: Kalman Filters](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)\ [Lecture 50: Example: Kalman Filter Pairs Trade](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Confidence_Intervals)\ [Lecture 51: Introduction to Futures](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Futures)\ [Lecture 52: Futures Trading Considerations](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Futures_Trading_Considerations)\ [Lecture 53: Mean Reversion on Futures](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Mean_Reversion_on_Futures)\ [Lecture 54: Example: Pairs Trading on Futures](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Futures_Trading_Considerations)\ [Lecture 55: Case Study: Traditional Value Factor](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Traditional_Value_Factor)\ [Lecture 56: Case Study: Comparing ETFs](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Comparing_ETFs)\ -
Oct 30, 2020 . 1 changed file with 56 additions and 111 deletions.There are no files selected for viewing
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Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,111 +1,56 @@ [Lecture 1: Introduction to Research](https://www.quantopian.com/lectures/introduction-to-research)\ [Lecture 2: Introduction to Python](https://www.quantopian.com/lectures/introduction-to-python)\ [Lecture 3: Introduction to NumPy](https://www.quantopian.com/lectures/introduction-to-numpy)\ [Lecture 4: Introduction to pandas](https://www.quantopian.com/lectures/introduction-to-pandas)\ [Lecture 5: Plotting Data](https://www.quantopian.com/lectures/plotting-data)\ [Lecture 6: Means](https://www.quantopian.com/lectures/means)\ [Lecture 7: Variance](https://www.quantopian.com/lectures/variance)\ [Lecture 8: Statistical Moments](https://www.quantopian.com/lectures/statistical-moments)\ [Lecture 9: Linear Correlation Analysis](https://www.quantopian.com/lectures/linear-correlation-analysis)\ [Lecture 10: Instability of Estimates](https://www.quantopian.com/lectures/instability-of-estimates)\ [Lecture 11: Random Variables](https://www.quantopian.com/lectures/random-variables)\ [Lecture 12: Linear Regression](https://www.quantopian.com/lectures/linear-regression)\ [Lecture 13: Maximum Likelihood Estimation](https://www.quantopian.com/lectures/maximum-likelihood-estimation)\ [Lecture 14: Regression Model Instability](https://www.quantopian.com/lectures/regression-model-instability)\ [Lecture 15: Multiple Linear Regression](https://www.quantopian.com/lectures/multiple-linear-regression)\ [Lecture 16: Violations of Regression Models](https://www.quantopian.com/lectures/violations-of-regression-models)\ [Lecture 17: Model Misspecification](https://www.quantopian.com/lectures/model-misspecification)\ [Lecture 18: Residual Analysis](https://www.quantopian.com/lectures/residual-analysis)\ [Lecture 19: The Dangers of Overfitting](https://www.quantopian.com/lectures/the-dangers-of-overfitting)\ [Lecture 20: Hypothesis Testing](https://www.quantopian.com/lectures/hypothesis-testing)\ [Lecture 21: Confidence Intervals](https://www.quantopian.com/lectures/confidence-intervals)\ [Lecture 22: p-Hacking and Multiple Comparisons Bias](https://www.quantopian.com/lectures/p-hacking-and-multiple-comparisons-bias)\ [Lecture 23: Spearman Rank Correlation](https://www.quantopian.com/lectures/spearman-rank-correlation)\ [Lecture 24: Leverage](https://www.quantopian.com/lectures/leverage)\ [Lecture 25: Position Concentration Risk](https://www.quantopian.com/lectures/position-concentration-risk)\ [Lecture 26: Estimating Covariance Matrices](https://www.quantopian.com/lectures/estimating-covariance-matrices)\ [Lecture 27: Introduction to Volume, Slippage, and Liquidity](https://www.quantopian.com/lectures/introduction-to-volume-slippage-and-liquidity)\ [Lecture 28: Market Impact Models](https://www.quantopian.com/lectures/market-impact-models)\ [Lecture 29: Universe Selection](https://www.quantopian.com/lectures/universe-selection)\ [Lecture 30: The Capital Asset Pricing Model and Arbitrage Pricing Theory](https://www.quantopian.com/lectures/the-capital-asset-pricing-model-and-arbitrage-pricing-theory)\ [Lecture 31: Beta Hedging](https://www.quantopian.com/lectures/beta-hedging)\ [Lecture 32: Fundamental Factor Models](https://www.quantopian.com/lectures/fundamental-factor-models)\ [Lecture 33: Portfolio Analysis](https://www.quantopian.com/lectures/portfolio-analysis)\ [Lecture 34: Factor Risk Exposure](https://www.quantopian.com/lectures/factor-risk-exposure)\ [Lecture 35: Risk-Constrained Portfolio Optimization](https://www.quantopian.com/lectures/risk-constrained-portfolio-optimization)\ [Lecture 36: Principal Component Analysis](https://www.quantopian.com/lectures/principal-component-analysis)\ [Lecture 37: Long-Short Equity](https://www.quantopian.com/lectures/long-short-equity)\ [Lecture 38: Example: Long-Short Equity Algorithm](https://www.quantopian.com/lectures/example-long-short-equity-algorithm)\ [Lecture 39: Factor Analysis with Alphalens](https://www.quantopian.com/lectures/factor-analysis-with-alphalens)\ [Lecture 40: Why You Should Hedge Beta and Sector Exposures (Part I)](https://www.quantopian.com/lectures/why-you-should-hedge-beta-and-sector-exposures-part-i)\ [Lecture 41: Why You Should Hedge Beta and Sector Exposures (Part II)](https://www.quantopian.com/lectures/why-you-should-hedge-beta-and-sector-exposures-part-ii)\ [Lecture 42: VaR and CVaR](https://www.quantopian.com/lectures/var-and-cvar)\ [Lecture 43: Integration, Cointegration, and Stationarity](https://www.quantopian.com/lectures/integration-cointegration-and-stationarity)\ [Lecture 44: Introduction to Pairs Trading](https://www.quantopian.com/lectures/introduction-to-pairs-trading)\ [Lecture 45: Example: Basic Pairs Trading Algorithm](https://www.quantopian.com/lectures/example-basic-pairs-trading-algorithm)\ [Lecture 46: Example: Pairs Trading Algorithm](https://www.quantopian.com/lectures/example-pairs-trading-algorithm)\ [Lecture 47: Autocorrelation and AR Models](https://www.quantopian.com/lectures/autocorrelation-and-ar-models)\ [Lecture 48: ARCH, GARCH, and GMM](https://www.quantopian.com/lectures/arch-garch-and-gmm)\ [Lecture 49: Kalman Filters](https://www.quantopian.com/lectures/kalman-filters)\ [Lecture 50: Example: Kalman Filter Pairs Trade](https://www.quantopian.com/lectures/example-kalman-filter-pairs-trade)\ [Lecture 51: Introduction to Futures](https://www.quantopian.com/lectures/introduction-to-futures)\ [Lecture 52: Futures Trading Considerations](https://www.quantopian.com/lectures/futures-trading-considerations)\ [Lecture 53: Mean Reversion on Futures](https://www.quantopian.com/lectures/mean-reversion-on-futures)\ [Lecture 54: Example: Pairs Trading on Futures](https://www.quantopian.com/lectures/example-pairs-trading-on-futures)\ [Lecture 55: Case Study: Traditional Value Factor](https://www.quantopian.com/lectures/case-study-traditional-value-factor)\ [Lecture 56: Case Study: Comparing ETFs](https://www.quantopian.com/lectures/case-study-comparing-etfs)\ -
Oct 30, 2020 . 1 changed file with 55 additions and 0 deletions.There are no files selected for viewing
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,56 +1,111 @@ [Lecture 1 Introduction to Research](https://www.quantopian.com/lectures/introduction-to-research) [Lecture 2 Introduction to Python](https://www.quantopian.com/lectures/introduction-to-python) [Lecture 3 Introduction to NumPy](https://www.quantopian.com/lectures/introduction-to-numpy) [Lecture 4 Introduction to pandas](https://www.quantopian.com/lectures/introduction-to-pandas) [Lecture 5 Plotting Data](https://www.quantopian.com/lectures/plotting-data) [Lecture 6 Means](https://www.quantopian.com/lectures/means) [Lecture 7 Variance](https://www.quantopian.com/lectures/variance) [Lecture 8 Statistical Moments](https://www.quantopian.com/lectures/statistical-moments) [Lecture 9 Linear Correlation Analysis](https://www.quantopian.com/lectures/linear-correlation-analysis) [Lecture 10 Instability of Estimates](https://www.quantopian.com/lectures/instability-of-estimates) [Lecture 11 Random Variables](https://www.quantopian.com/lectures/random-variables) [Lecture 12 Linear Regression](https://www.quantopian.com/lectures/linear-regression) [Lecture 13 Maximum Likelihood Estimation](https://www.quantopian.com/lectures/maximum-likelihood-estimation) [Lecture 14 Regression Model Instability](https://www.quantopian.com/lectures/regression-model-instability) [Lecture 15 Multiple Linear Regression](https://www.quantopian.com/lectures/multiple-linear-regression) [Lecture 16 Violations of Regression Models](https://www.quantopian.com/lectures/violations-of-regression-models) [Lecture 17 Model Misspecification](https://www.quantopian.com/lectures/model-misspecification) [Lecture 18 Residual Analysis](https://www.quantopian.com/lectures/residual-analysis) [Lecture 19 The Dangers of Overfitting](https://www.quantopian.com/lectures/the-dangers-of-overfitting) [Lecture 20 Hypothesis Testing](https://www.quantopian.com/lectures/hypothesis-testing) [Lecture 21 Confidence Intervals](https://www.quantopian.com/lectures/confidence-intervals) [Lecture 22 p-Hacking and Multiple Comparisons Bias](https://www.quantopian.com/lectures/p-hacking-and-multiple-comparisons-bias) [Lecture 23 Spearman Rank Correlation](https://www.quantopian.com/lectures/spearman-rank-correlation) [Lecture 24 Leverage](https://www.quantopian.com/lectures/leverage) [Lecture 25 Position Concentration Risk](https://www.quantopian.com/lectures/position-concentration-risk) [Lecture 26 Estimating Covariance Matrices](https://www.quantopian.com/lectures/estimating-covariance-matrices) [Lecture 27 Introduction to Volume, Slippage, and Liquidity](https://www.quantopian.com/lectures/introduction-to-volume-slippage-and-liquidity) [Lecture 28 Market Impact Models](https://www.quantopian.com/lectures/market-impact-models) [Lecture 29 Universe Selection](https://www.quantopian.com/lectures/universe-selection) [Lecture 30 The Capital Asset Pricing Model and Arbitrage Pricing Theory](https://www.quantopian.com/lectures/the-capital-asset-pricing-model-and-arbitrage-pricing-theory) [Lecture 31 Beta Hedging](https://www.quantopian.com/lectures/beta-hedging) [Lecture 32 Fundamental Factor Models](https://www.quantopian.com/lectures/fundamental-factor-models) [Lecture 33 Portfolio Analysis](https://www.quantopian.com/lectures/portfolio-analysis) [Lecture 34 Factor Risk Exposure](https://www.quantopian.com/lectures/factor-risk-exposure) [Lecture 35 Risk-Constrained Portfolio Optimization](https://www.quantopian.com/lectures/risk-constrained-portfolio-optimization) [Lecture 36 Principal Component Analysis](https://www.quantopian.com/lectures/principal-component-analysis) [Lecture 37 Long-Short Equity](https://www.quantopian.com/lectures/long-short-equity) [Lecture 38 Example: Long-Short Equity Algorithm](https://www.quantopian.com/lectures/example-long-short-equity-algorithm) [Lecture 39 Factor Analysis with Alphalens](https://www.quantopian.com/lectures/factor-analysis-with-alphalens) [Lecture 40 Why You Should Hedge Beta and Sector Exposures (Part I)](https://www.quantopian.com/lectures/why-you-should-hedge-beta-and-sector-exposures-part-i) [Lecture 41 Why You Should Hedge Beta and Sector Exposures (Part II)](https://www.quantopian.com/lectures/why-you-should-hedge-beta-and-sector-exposures-part-ii) [Lecture 42 VaR and CVaR](https://www.quantopian.com/lectures/var-and-cvar) [Lecture 43 Integration, Cointegration, and Stationarity](https://www.quantopian.com/lectures/integration-cointegration-and-stationarity) [Lecture 44 Introduction to Pairs Trading](https://www.quantopian.com/lectures/introduction-to-pairs-trading) [Lecture 45 Example: Basic Pairs Trading Algorithm](https://www.quantopian.com/lectures/example-basic-pairs-trading-algorithm) [Lecture 46 Example: Pairs Trading Algorithm](https://www.quantopian.com/lectures/example-pairs-trading-algorithm) [Lecture 47 Autocorrelation and AR Models](https://www.quantopian.com/lectures/autocorrelation-and-ar-models) [Lecture 48 ARCH, GARCH, and GMM](https://www.quantopian.com/lectures/arch-garch-and-gmm) [Lecture 49 Kalman Filters](https://www.quantopian.com/lectures/kalman-filters) [Lecture 50 Example: Kalman Filter Pairs Trade](https://www.quantopian.com/lectures/example-kalman-filter-pairs-trade) [Lecture 51 Introduction to Futures](https://www.quantopian.com/lectures/introduction-to-futures) [Lecture 52 Futures Trading Considerations](https://www.quantopian.com/lectures/futures-trading-considerations) [Lecture 53 Mean Reversion on Futures](https://www.quantopian.com/lectures/mean-reversion-on-futures) [Lecture 54 Example: Pairs Trading on Futures](https://www.quantopian.com/lectures/example-pairs-trading-on-futures) [Lecture 55 Case Study: Traditional Value Factor](https://www.quantopian.com/lectures/case-study-traditional-value-factor) [Lecture 56 Case Study: Comparing ETFs](https://www.quantopian.com/lectures/case-study-comparing-etfs) -
Oct 30, 2020 . 1 changed file with 56 additions and 56 deletions.There are no files selected for viewing
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Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,56 +1,56 @@ [Lecture 1 Introduction to Research](https://www.quantopian.com/lectures/introduction-to-research) [Lecture 2 Introduction to Python](https://www.quantopian.com/lectures/introduction-to-python) [Lecture 3 Introduction to NumPy](https://www.quantopian.com/lectures/introduction-to-numpy) [Lecture 4 Introduction to pandas](https://www.quantopian.com/lectures/introduction-to-pandas) [Lecture 5 Plotting Data](https://www.quantopian.com/lectures/plotting-data) [Lecture 6 Means](https://www.quantopian.com/lectures/means) [Lecture 7 Variance](https://www.quantopian.com/lectures/variance) [Lecture 8 Statistical Moments](https://www.quantopian.com/lectures/statistical-moments) [Lecture 9 Linear Correlation Analysis](https://www.quantopian.com/lectures/linear-correlation-analysis) [Lecture 10 Instability of Estimates](https://www.quantopian.com/lectures/instability-of-estimates) [Lecture 11 Random Variables](https://www.quantopian.com/lectures/random-variables) [Lecture 12 Linear Regression](https://www.quantopian.com/lectures/linear-regression) [Lecture 13 Maximum Likelihood Estimation](https://www.quantopian.com/lectures/maximum-likelihood-estimation) [Lecture 14 Regression Model Instability](https://www.quantopian.com/lectures/regression-model-instability) [Lecture 15 Multiple Linear Regression](https://www.quantopian.com/lectures/multiple-linear-regression) [Lecture 16 Violations of Regression Models](https://www.quantopian.com/lectures/violations-of-regression-models) [Lecture 17 Model Misspecification](https://www.quantopian.com/lectures/model-misspecification) [Lecture 18 Residual Analysis](https://www.quantopian.com/lectures/residual-analysis) [Lecture 19 The Dangers of Overfitting](https://www.quantopian.com/lectures/the-dangers-of-overfitting) [Lecture 20 Hypothesis Testing](https://www.quantopian.com/lectures/hypothesis-testing) [Lecture 21 Confidence Intervals](https://www.quantopian.com/lectures/confidence-intervals) [Lecture 22 p-Hacking and Multiple Comparisons Bias](https://www.quantopian.com/lectures/p-hacking-and-multiple-comparisons-bias) [Lecture 23 Spearman Rank Correlation](https://www.quantopian.com/lectures/spearman-rank-correlation) [Lecture 24 Leverage](https://www.quantopian.com/lectures/leverage) [Lecture 25 Position Concentration Risk](https://www.quantopian.com/lectures/position-concentration-risk) [Lecture 26 Estimating Covariance Matrices](https://www.quantopian.com/lectures/estimating-covariance-matrices) [Lecture 27 Introduction to Volume, Slippage, and Liquidity](https://www.quantopian.com/lectures/introduction-to-volume-slippage-and-liquidity) [Lecture 28 Market Impact Models](https://www.quantopian.com/lectures/market-impact-models) [Lecture 29 Universe Selection](https://www.quantopian.com/lectures/universe-selection) [Lecture 30 The Capital Asset Pricing Model and Arbitrage Pricing Theory](https://www.quantopian.com/lectures/the-capital-asset-pricing-model-and-arbitrage-pricing-theory) [Lecture 31 Beta Hedging](https://www.quantopian.com/lectures/beta-hedging) [Lecture 32 Fundamental Factor Models](https://www.quantopian.com/lectures/fundamental-factor-models) [Lecture 33 Portfolio Analysis](https://www.quantopian.com/lectures/portfolio-analysis) [Lecture 34 Factor Risk Exposure](https://www.quantopian.com/lectures/factor-risk-exposure) [Lecture 35 Risk-Constrained Portfolio Optimization](https://www.quantopian.com/lectures/risk-constrained-portfolio-optimization) [Lecture 36 Principal Component Analysis](https://www.quantopian.com/lectures/principal-component-analysis) [Lecture 37 Long-Short Equity](https://www.quantopian.com/lectures/long-short-equity) [Lecture 38 Example: Long-Short Equity Algorithm](https://www.quantopian.com/lectures/example-long-short-equity-algorithm) [Lecture 39 Factor Analysis with Alphalens](https://www.quantopian.com/lectures/factor-analysis-with-alphalens) [Lecture 40 Why You Should Hedge Beta and Sector Exposures (Part I)](https://www.quantopian.com/lectures/why-you-should-hedge-beta-and-sector-exposures-part-i) [Lecture 41 Why You Should Hedge Beta and Sector Exposures (Part II)](https://www.quantopian.com/lectures/why-you-should-hedge-beta-and-sector-exposures-part-ii) [Lecture 42 VaR and CVaR](https://www.quantopian.com/lectures/var-and-cvar) [Lecture 43 Integration, Cointegration, and Stationarity](https://www.quantopian.com/lectures/integration-cointegration-and-stationarity) [Lecture 44 Introduction to Pairs Trading](https://www.quantopian.com/lectures/introduction-to-pairs-trading) [Lecture 45 Example: Basic Pairs Trading Algorithm](https://www.quantopian.com/lectures/example-basic-pairs-trading-algorithm) [Lecture 46 Example: Pairs Trading Algorithm](https://www.quantopian.com/lectures/example-pairs-trading-algorithm) [Lecture 47 Autocorrelation and AR Models](https://www.quantopian.com/lectures/autocorrelation-and-ar-models) [Lecture 48 ARCH, GARCH, and GMM](https://www.quantopian.com/lectures/arch-garch-and-gmm) [Lecture 49 Kalman Filters](https://www.quantopian.com/lectures/kalman-filters) [Lecture 50 Example: Kalman Filter Pairs Trade](https://www.quantopian.com/lectures/example-kalman-filter-pairs-trade) [Lecture 51 Introduction to Futures](https://www.quantopian.com/lectures/introduction-to-futures) [Lecture 52 Futures Trading Considerations](https://www.quantopian.com/lectures/futures-trading-considerations) [Lecture 53 Mean Reversion on Futures](https://www.quantopian.com/lectures/mean-reversion-on-futures) [Lecture 54 Example: Pairs Trading on Futures](https://www.quantopian.com/lectures/example-pairs-trading-on-futures) [Lecture 55 Case Study: Traditional Value Factor](https://www.quantopian.com/lectures/case-study-traditional-value-factor) [Lecture 56 Case Study: Comparing ETFs](https://www.quantopian.com/lectures/case-study-comparing-etfs) -
Oct 30, 2020 . 1 changed file with 1 addition and 1 deletion.There are no files selected for viewing
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,4 +1,4 @@ [Lecture 1 Introduction to Research A simple tutorial to help you get up to speed in the research environment.](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Research) Lecture 2 Introduction to Python Some basic tools for working in the language. Lecture 3 Introduction to NumPy How to use NumPy for computing on data. Lecture 4 Introduction to pandas An introduction to using pandas to manage and analyze your data. -
Oct 30, 2020 .There are no files selected for viewing
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -0,0 +1,56 @@ Lecture 1 Introduction to Research A simple tutorial to help you get up to speed in the research environment. Lecture 2 Introduction to Python Some basic tools for working in the language. Lecture 3 Introduction to NumPy How to use NumPy for computing on data. Lecture 4 Introduction to pandas An introduction to using pandas to manage and analyze your data. Lecture 5 Plotting Data A brief primer. Lecture 6 Means Measures of centrality. Lecture 7 Variance Measures of dispersion. Lecture 8 Statistical Moments Ways to think about distributions. Lecture 9 Linear Correlation Analysis A basic primer on correlation and how it relates to variance. Lecture 10 Instability of Estimates How estimates can lie and ways to deal with that. Lecture 11 Random Variables Theory and sample use cases. Lecture 12 Linear Regression An explanation of the technique and implementation in Python. Lecture 13 Maximum Likelihood Estimation A basic intro developed in collaboration with Andrei Kirilenko at MIT Sloan. Lecture 14 Regression Model Instability Why your regression coefficients can change. Lecture 15 Multiple Linear Regression Expanding from one to many variables. Lecture 16 Violations of Regression Models What happens when regression assumptions are violated. Lecture 17 Model Misspecification Violation of assumptions can cause a model to falsely look good. Lecture 18 Residual Analysis Analysis of residuals leads to healthier models Lecture 19 The Dangers of Overfitting How overfitting can trick you into thinking your algorithm is good. Lecture 20 Hypothesis Testing How to rigorously test your ideas with set confidence levels. Lecture 21 Confidence Intervals A primer in collaboration with Jeremiah Johnson at UNH. Lecture 22 p-Hacking and Multiple Comparisons Bias Don't be tricked by false positives. Lecture 23 Spearman Rank Correlation What to do when the relationship in your data is not necessarily linear. Lecture 24 Leverage An introduction to leverage in algorithmic trading and how it works. Lecture 25 Position Concentration Risk Why investing in few assets is very risky. Lecture 26 Estimating Covariance Matrices Sample covariance matrices are unstable Lecture 27 Introduction to Volume, Slippage, and Liquidity An overview of liquidity and how it can affect your trading strategies Lecture 28 Market Impact Models Modeling market impact is an essential, and often overlooked, part of trading Lecture 29 Universe Selection Defining a trading universe Lecture 30 The Capital Asset Pricing Model and Arbitrage Pricing Theory An examination of the CAPM and Arbitrage Pricing Theory Lecture 31 Beta Hedging How to hedge your algorithm against risk factors. Lecture 32 Fundamental Factor Models How fundamental data can be used in factor models. Lecture 33 Portfolio Analysis A walkthrough of how to fill the gaps in your portfolio's returns Lecture 34 Factor Risk Exposure Estimating exposure to risk factors using factor models. Lecture 35 Risk-Constrained Portfolio Optimization Investment strategies try to optimize returns given a risk budget. We’ll show you how to effectively monitor and manage your risk. Lecture 36 Principal Component Analysis PCA is a common dimensionality reduction technique used in statistics and machine learning to analyze high-dimensional datasets Lecture 37 Long-Short Equity An overview of the long-short equity strategy and how it can be used. Lecture 38 Example: Long-Short Equity Algorithm An algorithm to go along with Long-Short Equity. Lecture 39 Factor Analysis with Alphalens The statistics of determining whether a factor is suitable for a long-short equity algorithm Lecture 40 Why You Should Hedge Beta and Sector Exposures (Part I) Here we examine the veracity of independent bets and their effect on the Sharpe ratio Lecture 41 Why You Should Hedge Beta and Sector Exposures (Part II) We continue where we left off in part I, examining how small amounts of common factor risk can affect portfolios Lecture 42 VaR and CVaR The loss to which you are exposed. Lecture 43 Integration, Cointegration, and Stationarity How non-stationarity can break traditional analyses. Lecture 44 Introduction to Pairs Trading A complete workflow to building a basic pairs trading strategy on Quantopian. Lecture 45 Example: Basic Pairs Trading Algorithm A simple implementation of pairs trading. Lecture 46 Example: Pairs Trading Algorithm A more sophisticated pairs trading implementation. Lecture 47 Autocorrelation and AR Models Autocorrelation and how to model it to reduce tail risk. Lecture 48 ARCH, GARCH, and GMM A primer on volatility forecasting models developed with Andrei Kirilenko. Lecture 49 Kalman Filters How to use Kalman filters to get a good signal out of noisy data. Lecture 50 Example: Kalman Filter Pairs Trade An algorithm to go along with Kalman Filters. Lecture 51 Introduction to Futures An overview of the theory behind futures contracts Lecture 52 Futures Trading Considerations Some particulars on trading futures contracts Lecture 53 Mean Reversion on Futures Further exploration on mean reversion in futures markets Lecture 54 Example: Pairs Trading on Futures A futures pairs trading algorithm Lecture 55 Case Study: Traditional Value Factor How to build a long/short value factor. Lecture 56 Case Study: Comparing ETFs A simple example of p-value testing on real data.