Cross-sectional factor modeling is widely accepted by academics and industry practitioners alike as a general and consistent way to model and understand equity markets. We discuss mathematical factor models for both returns forecasting and risk management, and frame everything in terms of workflows used by professional quants to run large capital bases.
We aim to teach intuition for these concepts. Our goal is to have you walk away capable of learning more on your own. We will provide a high-level overview of the entire quantitative factor workflow including: evaluating a factor, comparing factors, combining factors into a strategy, and evaluating the performance of factor strategies.
Our lecture series is vetted and used by professors at dozens of top universities worldwide including Harvard IACS and Cornell ORIE. We work with academics and industry alike to ensure that our curriculum reflects both academic rigor and practical applications.
Pre-requisites to attend include
- A strong working knowledge of the Quantopian platform, including the IDE and research environment
- Understanding of the following lectures from the Quantopian Lecture Series: Multiple Linear Regression, Hypothesis Testing, Spearman Rank Correlation, Beta Hedging, and The Dangers of Overfitting
- College level math and statistics