Building a Quantitative Trading Strategy To Beat the S&P500 (Karen Rubin)



PyCon Canada 2015: https://2015.pycon.ca/en/schedule/67/ Talk Description: Upon joining Quantopian, in order to understand her users better, Karen Rubin embarked on a project to learn how quants research, write and trade algorithms to invest in the market. Over the course of a year, she has explored what would happen if you invested in women-led companies and learned about the challenges of writing profitable investment strategies. In this talk, she will walk us through the highs and lows of her journey from initial data gathering and cleansing to strategy validation and trading.

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    Additional Information:

    Visibility: 3993

    Duration: 38m 23s

    Rating: 33