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Event Study Template in QRP
James Jack
posted Mar 31, 2015

This is one example of how you might do an event study in the Quantopian research platform.

Current issues:
1) Speed - currently sifting through this amount of data takes forever (there may be better implementations...)
2) I haven't played around with the indicator settings, so it doesn't really find "good" investments at the moment.
3) Although Seaborn is excellent, its difficult to plot exactly what you want and how you want it. The research environment would benefit from matplotlib functions e.g. scatter(), "from matplotlib.finance import candlestick", etc. I'm sure this will come with time.

Feedback is welcome.

EDIT: the little preview isn't working so here's screenshot:
screenshort of graph output

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