Cross-sectional factor modeling is widely accepted by academics and industry practitioners alike as a general and consistent way to model and understand equity markets. We discuss mathematical factor models for both returns forecasting and risk management, and frame everything in terms of workflows used by professional quants to run large capital bases.
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We aim to teach intuition for these concepts. Our goal is to have you walk away capable of learning more on your own. We will provide a high-level overview of the entire quantitative factor workflow including: evaluating a factor, comparing factors, combining factors into a strategy, and evaluating the performance of factor strategies.
Our lecture series is vetted and used by professors at dozens of top universities worldwide including Harvard IACS and Cornell ORIE. We work with academics and industry alike to ensure that our curriculum reflects both academic rigor and practical applications.Â
Pre-requisites to attend include
- A strong working knowledge of the Quantopian platform, including the IDE and research environment
- Understanding of the following lectures from the Quantopian Lecture Series: Multiple Linear Regression, Hypothesis Testing, Spearman Rank Correlation, Beta Hedging, and The Dangers of Overfitting
- College level math and statistics
- Laptop
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Dan Houghton has a first class degree in Mathematics and an M. Phil in Computer Speech and Language Processing, both from Cambridge University. By day Dan runs Chilango, a Mexican restaurant chain in London, that he co-founded. By night, he designs and codes automated investment strategies on Quantopian. Dan was featured in a recent article in the Financial Times.
Where can I access the material covered in the workshop?
The material is available for free on our Quantopian Lecture Series and Tutorials.
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What should I know before attending?
- A strong working knowledge of the Quantopian platform, including the IDE and research environment
- Understanding of the following lectures from the Quantopian Lecture Series: Multiple Linear Regression, Hypothesis Testing, Spearman Rank Correlation, Beta Hedging, and The Dangers of Overfitting
- College level math and statistics
- Laptop
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What should I bring with me?
Your laptop, charger, and an ID.
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What are the next steps after I complete this workshop?
- Keep working on lectures in the Quantopian Lecture Series to learn more
- Start researching and developing your own strategy on our platform
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The workshop will be held at:Â
Marlin Waterloo, Meeting Room 5
Westminster Bridge Rd.
London, UK SE1
Quantopian is a crowd-sourced quantitative investment firm. We inspire talented people from around the world to write investment algorithms. Quantopian provides capital, data, a research environment, and a development platform to algorithm authors (quants). We offer license agreements for algorithms that fit our investment strategy, and the licensing authors are paid based on their strategy's individual performance.
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We provide everything a quant needs to create a strategy and profit from it. With over 170,000 members in more than 190 countries, that range from students to professionals, Quantopian’s community is continuing to grow every day.
For more information go to: https://www.quantopian.com/