If you are in Chicago on 6/3, Quantopian will be town to talk about their IPython research platform.
Sign up here:
http://www.meetup.com/datahackchi/events/222081980/
Details:
How Women are Conquering the S&P 500, by Karen Rubin, Director of Product at Quantopian
According to Credit Suisse’s Gender 3000 report, at the end of 2013, women accounted for 12.9% of top management in 3000 companies across 40 countries. Since 2009, companies with women as 25-50% of their management team returned 22-29%. If companies with women in management outperform, what would happen if you invested in women-led companies? Karen Rubin will explore this question in the Quantopian IPython research platform and share her findings.
About the Speaker:
Karen Rubin is the Director of Product at Quantopian, a crowd-sourced quantitative hedge fund that offers a free algorithmic trading platform. She is currently focused on a new IPython Research Platform that will allow quants to access curated financial data in an interactive research environment.
Before coming to Quantopian, Karen spent time working on the investing team at Matrix Partners where she helped evaluate potential investments and supported portfolio companies. She also spent 5 years on the product team at HubSpot, where she was responsible for building the first version of many of their inbound marketing tools.
Crowd-sourced Alpha: The search for the Holy Grail of Investing
This talk will review techniques for sourcing and combining uncorrelated returns streams to achieve consistent market outperformance. We consider backtested and simulated returns streams from systematic (but opaque) algorithmic trading strategies sourced from 'the crowd' as a novel asset class. The discussion will focus on the construction of uncorrelated portfolios from trading algorithms entered into the "Quantopian Open" online trading competition.
About the Speaker:
Jess Stauth is Quantopian's VP of Quant Strategy. Jess holds a PhD from UC Berkeley in Biophysics and 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.
