Chat With Traders

Q1: Delaney Mackenzie – You Don’t Know How Wrong You Are

Nov 21, 2016
Ask episode
Chapters
Transcript
Episode notes
1
Introduction
00:00 • 4min
2
Quantopian: A Democratization of Quantitative Finance
03:33 • 6min
3
The Barriers to Entry to Become a Quantist
09:24 • 2min
4
The Importance of Secrecy in Code Writing
11:48 • 2min
5
What Is a Zero Sum Game?
14:13 • 5min
6
The 250 Million Dollar Allocation Agreement on Quantopian
18:50 • 2min
7
How to Be a Professional Quant or Quantitative Finance Firm
21:17 • 3min
8
Multiple Comparisons Bias
24:18 • 5min
9
What Is a False Positive?
29:27 • 2min
10
The Probability of Correlation in Stocks
31:25 • 5min
11
The Multiple Comparisons Bias
36:38 • 2min
12
How to Avoid Overfitting in Finance
39:02 • 5min
13
How to Avoid Overfitting in Statistics
44:25 • 3min
14
How to Split Your Data to Improve Your Model
46:56 • 3min
15
How to Eliminate Survivability Bias
50:15 • 4min
16
How to Avoid Data-Clearing Bias in Trading Systems
54:44 • 3min
17
How to Deal With Misprints and Bad Data
58:11 • 4min
18
Quantitative Trading: A History
01:02:25 • 3min
19
The Evolution of Quants
01:05:46 • 2min
20
How Quants Use Computer Vision to Identify Cars
01:07:39 • 3min
21
How Exotic Data Can Produce Better Returns
01:10:43 • 4min
22
How Quants Think and What They Worry About
01:14:55 • 6min