Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
Introduction
00:00 • 4min
Quantopian: A Democratization of Quantitative Finance
03:33 • 6min
The Barriers to Entry to Become a Quantist
09:24 • 2min
The Importance of Secrecy in Code Writing
11:48 • 2min
What Is a Zero Sum Game?
14:13 • 5min
The 250 Million Dollar Allocation Agreement on Quantopian
18:50 • 2min
How to Be a Professional Quant or Quantitative Finance Firm
21:17 • 3min
Multiple Comparisons Bias
24:18 • 5min
What Is a False Positive?
29:27 • 2min
The Probability of Correlation in Stocks
31:25 • 5min
The Multiple Comparisons Bias
36:38 • 2min
How to Avoid Overfitting in Finance
39:02 • 5min
How to Avoid Overfitting in Statistics
44:25 • 3min
How to Split Your Data to Improve Your Model
46:56 • 3min
How to Eliminate Survivability Bias
50:15 • 4min
How to Avoid Data-Clearing Bias in Trading Systems
54:44 • 3min
How to Deal With Misprints and Bad Data
58:11 • 4min
Quantitative Trading: A History
01:02:25 • 3min
The Evolution of Quants
01:05:46 • 2min
How Quants Use Computer Vision to Identify Cars
01:07:39 • 3min
How Exotic Data Can Produce Better Returns
01:10:43 • 4min
How Quants Think and What They Worry About
01:14:55 • 6min