Advanced
Algorithmic Trading
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Learn how to develop and deploy your own factor-driven strategy. The workflows presented in the workshop are the workflows used by professional quants to run large portfolios. We will discuss how arbitrage pricing theory sets the stage for factor driven price models, and walk through the entire quant workflow including: evaluating your model, writing a strategy based on the pricing model, and evaluating the strategy's performance.
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Prerequisites:
- A strong working knowledge of the Quantopian platform,
including the IDE and research environment.
- Understanding of Lectures 1, 2, 4, 5, 7, and 11 from the Quantopian Lecture series.
- College level math and statistics.
- A full glossary of useful statistics terms will be emailed out in advance of the workshop.
The curriculum has been vetted and used to teach lectures by professors at top-tier universities, including: Harvard, Cornell, and Stanford.
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 Tickets for The Workshop are: $675.Â
 The Workshop will be held on April 10th, 2016Â
from 11am-6pm ET
at Byte Academy in New York City.
295 Â Madison Avenue, 35th Floor
New York, NYÂ 10017
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The Workshop series has been developed by Delaney Granizo-Mackenzie,
engineer and academic lead at Quantopian,
whose focus is on the intersection of computer science, statistics, and finance.
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His background includes seven years of bioinformatics research and
delivering lectures at schools including Harvard and MIT. Â
Have a question or comment?
Reach out to Delaney at delaney@quantopian.com orÂ
you can also visit us at: www.quantopian.com/workshops.
Byte Academy is an industry-oriented coding bootcamp.
It is the first bootcamp in New York City offering programs in full stack Python development and the only in the world offering FinTech curriculum. Full and part-time courses include full stack Python development, FinTech, Data Science and MedTech.
Applications are accepted on a rolling basis.
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