Factor Modeling

Join us for our presentation on "Factor Modeling" by our Director of Academia, Delaney Granizo-Mackenzie. A common technique in quantitative finance is that of ranking stocks by using a combination of fundamental factors and price-based signals. Delaney will be presenting an IPython Notebook that explores long-short strategies and fundamental factor models in an application involving US equities.

Food and drinks will be provided by Quantopian (https://www.quantopian.com/), we hope you can join us!

Want to learn more? Check out our Introduction to Algorithmic Trading Workshop (https://quantworkshoplondon.splashthat.com/) happening the next day, where you can start creating and testing your own trading strategies.

Speaker Bio

Delaney runs Quantopian’s education programs, including the Quantopian Lecture Series and their global Quantopian Workshop Program. In addition to having worked with professors and lectured at schools including MIT Sloan, Stanford, Princeton, Harvard, and Cornell, Delaney works with industry professionals to ensure that the curriculum is applicable by users. Delaney graduated from Princeton in computer science in 2014, and before then worked in a computational genetics lab for 7 years.

Agenda

6:00pm - 6:30pm: Networking

6:30pm - 7:15pm: Presentation: "Factor Modeling

7:15pm - 7:30pm Time for Discussion

7:30pm - 8:00pm Networking and Wrap-Up

Visit our website (https://www.quantopian.com/) for more information about us.

We hope to see you there!