Estimize in Quantopian: Improving your Algos with Earnings Predictions

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Estimize is a New York startup that is crowd-sourcing earnings estimates. They invite all comers to weigh in and predict the revenue and earnings per share (EPS) of publicly traded stocks. Those estimates are then compared to what the to what the sell-side wall street analysts think, and compared to what the actual results are. As an individual, you get the benefits of reputation as a smart stock predictor. For Estimize, they get a rich set of data that is sourced from a much broader base than the usual analysts. The crowd ends up being pretty good, often smarter than the analysts.

At this meetup, we will show you examples on how to incorporate multiple sources of earning predictions into your algorithms and why the sources matter. You will also get a sneak peek of our new beta research environment - where you can use IPython notebooks to analyze curated datasets, algorithms, and backtest results.

Speakers:

Seong Lee is a client engineer for Quantopian where he’s wrangled with everything from machine learning algorithms to helping users solve their most unsolvable errors. Before joining Quantopian, Seong worked as a quantitative engineer for Adharmonics, an online marketing startup based in Cambridge. Seong was also an intern for Quantopian while completing a degree in Finance and Computer Science at Boston College.

Karen Rubin has spent the past 10 years building products and managing product development teams. She is currently on the product team at Quantopian, where we are building the world’s first algorithmic trading platform in the cloud. 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.

Prior to HubSpot, she spent 5 years managing content publishing development projects for clients such as NBC,iVillage.com, TheStreet.com, Stockpickr.com and GiftCertificates.com.