
Q4: Scott Sanderson – Portfolio Optimization: Risk Preferences In, Trades Out
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Quantopian: A New Way to Trade Dynamic Portfolios
The big change in Q2 was that we moved away from this notion that your algorithm has some implicit universe that you have to set in specific places. Instead we gave people a lot more flexible APIs for clearing for data based on mathematical criteria so things like I want the top 10% of US equities by market cap or by trailing dollar volume and then you could use those API functions to dynamically select for sets of stocks. And so that was a kind of a big conceptual shift in how the back tester and how the platform worked. There were a bunch of internal changes that had to go along with it to make it so that it could handle those more dynamic queries Right very good man very good
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