Q4: Scott Sanderson – Portfolio Optimization: Risk Preferences In, Trades Out

1

Introduction

00:00 • 3min

2

How I Got Into Quantopian

02:32 • 2min

3

Quantopian: A Toolkit for Coding Algorithms

04:56 • 5min

4

Quantopian: A New Way to Trade Dynamic Portfolios

10:06 • 3min

5

How to Construct a Portfolio That Will Make You Money

13:05 • 4min

6

The Risk Aversion of Quantitative Trading Strategies

17:18 • 5min

7

The Importance of Optimization in Engineering

22:32 • 3min

8

The One-Dimensional Optimization Problem

25:11 • 4min

9

How to Optimize Your Portfolio

29:31 • 2min

10

How to Optimize Your Portfolio for Diversification

31:35 • 6min

11

How to Estimate Future Risk Exposure to Risk Factors

37:34 • 3min

12

How to Optimize Your Investment Thesis

41:02 • 3min

13

How to Avoid Biasys in Portfolio Optimization

43:50 • 5min

14

How to Calculate Value at Risk

48:58 • 2min

15

The Gun Trading Strategy

51:13 • 6min

16

The Constraints of Investing in Gun Companies

56:43 • 2min

17

Why You Need to Take Short Trades for a Strategy Like This

58:49 • 4min

18

The Importance of a Sector-Neutral Portfolio

01:03:12 • 2min

19

How Quantobe Traders Traded Live Around Events

01:05:13 • 3min

20

Good and Bad Uses of Machine Learning in Finance

01:08:18 • 3min