Join us on September 13th for a webinar led by Dr. Jessica Stauth, our managing director of research, where she will discuss how we evaluate algorithms for allocations.
During this session, Jess will walk through detailed analyses of several candidate algorithms and explore the flaws that she finds in them. She will show you how to avoid these pitfalls and what educational resources are available. Common errors she will discuss include:
- Overfitting
- Holding a net-long portfolio
- Portfolio with high beta to the overall market
- Having an outsized position in a single security
- Mixing two mismatched strategies
- Trading in small-cap, illiquid securities
At the end of the session, Jess will open up a Q&A session. To attend, register for the webinar here. After the event, we will also share the recording here.
About the Speaker
Dr. Jessica Stauth is Quantopian's managing director of research. Jess and her team are in charge of selecting the algorithms from the Quantopian community, for our portfolio. Quantopian offers license agreements for algorithms that fit our investment strategy, and the licensing authors are paid based on their strategy's individual performance.
Previously she has worked as an equity quant analyst at the StarMine Corporation and as a Director of Quant Product Strategy for Thomson Reuters prior to joining Quantopian in August of 2013. Jess holds a PhD from UC Berkeley in Biophysics.
We hope you can join us!
