Finding things that have moved similarly in the past can be a key part of predicting how things will move in the future. However, like most analysis techniques, correlation can fail when certain underlying conditions are not met.
Join us for "The Good, the Bad, and the Correlated" on July 16th at 12pm EDT, where Delaney Granizo-Mackenzie, Quantopian engineer, will cover correlation, how it is used in finance, and how you can use it to improve your trading algorithms.
We have posted clone-able notebooks and algorithms to go along with this lecture here.
If you would like to attend, please register here: http://bit.ly/thegoodthebadthecorrelatedwebinar. After the event, we will share the recording with the community. We hope you can join us!
Speaker Details
Delaney Granizo-Mackenzie will be presenting. Delaney is an engineer at Quantopian whose focus is on how Quantopian can be used as a teaching tool. After studying computer science at Princeton, Delaney joined Quantopian in 2014. Since then he has led successful course integrations at MIT Sloan and Stanford, and is planning on expanding to many more schools this fall. Delaney’s background includes 7 years of academic research at a bioinformatics lab, and a strong focus on statistics and machine learning.