What to Look for and Look Out for in Quantitative Investing with Gary Antonacci

Pipeline Custom Factors

How to Get Funded: Live Tearsheet Review with Dr. Jess Stauth on 1/24/2019

Unique Quant Algo Trading Opportunities in Futures by Andreas Clenow - QuantCon 2018

Reinforcement Learning in the Presence of Nonstationary Variables with Simon Ouellette

Residual Analysis

Multiple Linear Regression for Risk Modeling

Bag of Words

"Adaptive Markets and Neuro Finance" by Dr. Kathryn Kaminski - QuantCon 2018

Identifying Your Tradable Stock Universe

Logistic Regression

"Return Predictability and Market-Timing: A One-Month Model" by Petra Bakosova - QuantCon 2018

Alpha and Beta in Finance

"Optimizing Trading Strategies without Overfitting" by Dr. Ernest Chan - QuantCon 2018

Finding Alpha from ESG2.0™ Factors Beyond the U.S. with Dr. Stephen Malinak

Quantopian in the Classroom - New University Quant Contest

Women in FinTech: Spotlight on Leslie Newman, FactSet

“The Five Reasons why most Traders Fail - and How to Avoid Them” with Andreas Clenow

Welcome to Quantopian

Women in FinTech: Spotlight on Whitney Melford, Kensho Technologies

Women in FinTech: Spotlight on Beha Abasi

Preprocessing Data for Modeling

Feature Selection in Machine Learning

Classification and Regression in Machine Learning

Financial Data Pipelines at Quantopian with James Meickle

Using Jupyter to Streamline your Research

Women in FinTech: Spotlight on Amy Nutt, O’Reilly Media

Using Pyfolio to Analyze your Trading Strategies

Home Runs and Strike Outs: How Model Complexity Leads to Back Test Success and Out

Learn How Factor Quantile Turnover can Impact Your Trading Costs