Lectures

Sunday lectures ran for the BU Finance and Investment Club, using the Quantopian Lecture Series.

• Time: 2PM to ~3:30PM
• Location: CAS 320N
• Community: Join our Slack Chat
• Materials:
  • A Quantopian account; for notebooks and lecture materials
  • Curiosity and a willingness to learn
• Office Hours: TBD

Schedule

Fall Semester

Summary: In the fall semester we'll focus on learning commonly used methods in Statistics such as Random Variables, Linear Regression, and Hypothesis Testing, as well as some topics more focused on use in Quant Finance such as Residual Analysis, Spearman Rank Correlation, and Cointegration.

Goals: The goals of the semester are to:

• Learn how to use analyze datasets and develop hypotheses for usage in algorithms
• Work up to building a Pairs Trading Algorithm
• Deploy our own Pairs Trading Strategies to paper trade into the spring semester

Projects: There will be two projects given out

• Economic Hypothesis Testing
• Develop a Pairs Trading Algorithm

Spring Semester

Summary: In the spring semester we'll focus on many ideas from Modern Portfolio Theory, such as Asset Pricing, Factor Analysis, and Portfolio Optimization.

Goals: The goals of the semester are to:

• Learn how to analyze factors and build models to predict returns
• Construct optimal portfolios that obey given risk tolerances
• Deploy our own Long-Short Equity Strategies to paper trade into the summer
• Learn how to analyze the results of backtest

Projects: There will be two projects given out

• Factor Analysis & Alpha Discovery
• Develop a Long-Short Equity Algorithm

Other Resources

Talks

• PyData Toolbox

Quant Library

• https://github.com/bualpha/quant-library

Quantopian Public Research

• Quantopian Research Public

Contributing

All contributions, bug reports, bug fixes, documentation improvements, enhancements, and ideas are welcome. Feel free to open up an issue in our GitHub Issue Tracker.

License

Creative Commons Attribution 4.0.