Quantopian Summer Lecture: What’s in Your Returns?

The process of modeling a stock’s returns through macroeconomic factors (factor modeling) is widely implemented in finance. Factor models can be used to determine your algorithm’s exposure to risk, or to construct arbitrage strategies. An example of a factor model could be using the price of oil, treasury rate, and a national stability index to predict the returns of every stock in the S&P 500.

During this meetup, we will discuss how to implement factor models and different ways they can be useful for strategy research and design.

This talk is part of Quantopian’s Summer Lecture Series. We are currently developing a quant finance curriculum and will be releasing clone-able notebooks and algorithms to go along with this lecture.

Pizza and beer will be served.

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.

Want to learn more about Quantopian? Visit us at: www.quantopian.com (https://www.quantopian.com/home).