Quantopian Lecture Series

This is a comprehensive repository of all Quantopian lectures. They've been "translated" to python3. For example, leveraging libraries such as yfinance instead of Quantopian's proprietaryget_pricing().

5. Plotting Data — [Notebook]
6. Means — [Notebook]
7. Variance — [Notebook]
8. Statistical Moments — [Notebook]
9. Linear Correlation Analysis — [Notebook]
10. Instability of Estimates — [Notebook]
11. Random Variables — [Notebook]
12. Linear Regression — [Notebook]
13. Maximum Likelihood Estimation — [Notebook]
14. Regression Model Instability — [Notebook]
15. Multiple Linear Regression — [Notebook]
16. Violations of Regression Models — [Notebook]
17. Model Misspecification — [Notebook]
18. Residual Analysis — [Notebook]
19. The Dangers of Overfitting — [Notebook]
20. Hypothesis Testing — [Notebook]
21. Confidence Intervals — [Notebook]

Unfinished

22. p-Hacking and Multiple Comparisons Bias — [Notebook] [Video]
23. Spearman Rank Correlation — [Notebook] [Video]
24. Leverage — [Notebook]
25. Position Concentration Risk — [Notebook] [Video]
26. Estimating Covariance Matrices — [Notebook]
27. Introduction to Volume, Slippage, and Liquidity — [Notebook]
28. Market Impact Models — [Notebook]
29. Universe Selection — [Notebook] [Video]
30. The Capital Asset Pricing Model and Arbitrage Pricing Theory — [Notebook]
31. Beta Hedging — [Notebook] [Video]
32. Fundamental Factor Models — [Notebook] [Video]
33. Portfolio Analysis — [Notebook]
34. Factor Risk Exposure — [Notebook] [Video]
35. Risk-Constrained Portfolio Optimization — [Notebook]
36. Principal Component Analysis — [Notebook]
37. Long-Short Equity — [Notebook]
38. Example: Long-Short Equity Algorithm — [Notebook]
39. Factor Analysis with Alphalens — [Notebook] [Video]
40. Why You Should Hedge Beta and Sector Exposures (Part I) — [Notebook]
41. Why You Should Hedge Beta and Sector Exposures (Part II) — [Notebook]
42. VaR and CVaR — [Notebook]
43. Integration, Cointegration, and Stationarity — [Notebook] [Video]
44. Introduction to Pairs Trading — [Notebook] [Video]
45. Example: Basic Pairs Trading Algorithm — [Notebook]
46. Example: Pairs Trading Algorithm — [Notebook]
47. Autocorrelation and AR Models — [Notebook] [Video]
48. ARCH, GARCH, and GMM — [Notebook]
49. Kalman Filters — [Notebook] [Video]
50. Example: Kalman Filter Pairs Trade — [Notebook]
51. Introduction to Futures — [Notebook]
52. Futures Trading Considerations — [Notebook]
53. Mean Reversion on Futures — [Notebook]
54. Example: Pairs Trading on Futures — [Notebook]
55. Case Study: Traditional Value Factor — [Notebook]
56. Case Study: Comparing ETFs — [Notebook]