This is a comprehensive repository of all Quantopian lectures. They've been "translated" to python3, for example, leveraging libraries such as yfinance instead of get_pricing().
- Plotting Data — [Notebook]
- Means — [Notebook]
- Variance — [Notebook]
- Statistical Moments — [Notebook]
- Linear Correlation Analysis — [Notebook]
- Instability of Estimates — [Notebook]
- Random Variables — [Notebook]
- Linear Regression — [Notebook]
- Maximum Likelihood Estimation — [Notebook]
- Regression Model Instability — [Notebook]
- Multiple Linear Regression — [Notebook]
- Violations of Regression Models — [Notebook]
- Model Misspecification — [Notebook]
- Residual Analysis — [Notebook]
- The Dangers of Overfitting — [Notebook]
- Hypothesis Testing — [Notebook]
- Confidence Intervals — [Notebook]
- p-Hacking and Multiple Comparisons Bias — [Notebook] [Video]
- Spearman Rank Correlation — [Notebook] [Video]
- Leverage — [Notebook]
- Position Concentration Risk — [Notebook] [Video]
- Estimating Covariance Matrices — [Notebook]
- Introduction to Volume, Slippage, and Liquidity — [Notebook]
- Market Impact Models — [Notebook]
- Universe Selection — [Notebook] [Video]
- The Capital Asset Pricing Model and Arbitrage Pricing Theory — [Notebook]
- Beta Hedging — [Notebook] [Video]
- Fundamental Factor Models — [Notebook] [Video]
- Portfolio Analysis — [Notebook]
- Factor Risk Exposure — [Notebook] [Video]
- Risk-Constrained Portfolio Optimization — [Notebook]
- Principal Component Analysis — [Notebook]
- Long-Short Equity — [Notebook]
- Example: Long-Short Equity Algorithm — [Notebook]
- Factor Analysis with Alphalens — [Notebook] [Video]
- Why You Should Hedge Beta and Sector Exposures (Part I) — [Notebook]
- Why You Should Hedge Beta and Sector Exposures (Part II) — [Notebook]
- VaR and CVaR — [Notebook]
- Integration, Cointegration, and Stationarity — [Notebook] [Video]
- Introduction to Pairs Trading — [Notebook] [Video]
- Example: Basic Pairs Trading Algorithm — [Notebook]
- Example: Pairs Trading Algorithm — [Notebook]
- Autocorrelation and AR Models — [Notebook] [Video]
- ARCH, GARCH, and GMM — [Notebook]
- Kalman Filters — [Notebook] [Video]
- Example: Kalman Filter Pairs Trade — [Notebook]
- Introduction to Futures — [Notebook]
- Futures Trading Considerations — [Notebook]
- Mean Reversion on Futures — [Notebook]
- Example: Pairs Trading on Futures — [Notebook]
- Case Study: Traditional Value Factor — [Notebook]
- Case Study: Comparing ETFs — [Notebook]