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A Quant Workflow in 4 Minutes
Paige Murphy
posted May 31, 2018
Getting Started

In our new video, “The Quant Workflow”, data scientist Max Margenot reviews a cross-sectional equity trading strategy by discussing its data, universe definition, alpha combination, and portfolio construction.

“The Quant Workflow” is the first in our newly launched video series, “Quantopian Shorts.” These educational videos will give you quick insight into trading strategies, data trends, and other quant topics. We hope you find them useful. If there are any topics you would like us to focus on for future videos, please comment below or send us a quick note at [email protected].

Subscribe to our Youtube Channel for future videos like this one.

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

3 responses
Joakim Arvidsson (Cream Mongoose)
May 31, 2018

Pretty cool - thank you! Looking forward to the rest of the series. How frequently can we expect new releases of these 'Shorts' and are you planning a 'Longs' series as well? A new Short video a week would be great if it's possible.

Personally I'd be interested in p-values and IC analysis when researching factors in Alphalens. A Short on each of the key Alphalens metrics would be great. As well as a Short on how to create a basic CustomFactor.

Paige Murphy
Jun 1, 2018

Hi Joakim,

Thank you for the suggestions! We will certainly look into creating a short on p-values and IC analysis when researching factors in Alphalens.

We currently plan to release one new Short per week. And we do have "Longs" as well -- you can check out our webinar series on our YouTube Channel. Our webinars feature Quantopian employees and guest lecturers presenting on a variety of quant finance topics. They are typically 1 hour and also include a Q&A session at the end. You can find all of our webinars on our Webinar Playlist on the channel.

We hope you enjoy!

Joakim Arvidsson (Cream Mongoose)
Jun 2, 2018

Great, thank you!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.