Quantopian notebook

This jupyter notebook workshop is for IIT Stuart-Princeton Quant Trading Conference 2017 Chicago

Date: Monday, October 23, 2017 from 9:00 AM to 5:00 PM (CDT)

Place: Illinois Institute of Technology, Stuart School of Business Downtown Campus
565 West Adams Street
Chicago, IL 60616

Quantopian workshop Introduction

• Quantopian is a crowd-sourced investment firm and provider of of the world’s first browser-based algorithmic trading platform.
  The material presented has already been vetted and used by professors at top tier schools such as Havard, Princeton, Stanford and MIT.
• There will be hands-on exercises using real financial data and all the concepts will be presented with take-home code to perform
  every analysis.

Quantopian workshop Agenda

• Introduction to Algorithm Trading
• Overview of Quantopian Platform
• Exercise: Introduction to Research Environment
• Lecture: Introduction to Pairs Trading
• Exercise: Find your own pairs
• Lecture: Best Practices in Quantitative Research
• Lecture: Overfitting
• Exercise: Backtesting
• Choice of Directed Exercises
• Wrap-up