Lecture 1: Introduction to Research — [
Lecture 2: Introduction to Python — [
Lecture 3: Introduction to NumPy — [
Lecture 4: Introduction to pandas — [
Lecture 5: Plotting Data — [
Lecture 6: Means — [
Lecture 7: Variance — [
Lecture 8: Statistical Moments — [
Lecture 9: Linear Correlation Analysis — [
Lecture 10: Instability of Estimates — [
Lecture 11: Random Variables
Lecture 12: Linear Regression — [
Lecture 13: Maximum Likelihood Estimation
Lecture 14: Regression Model Instability — [
Lecture 15: Multiple Linear Regression
Lecture 16: Violations of Regression Models — [
Lecture 17: Model Misspecification — [
Lecture 18: Residual Analysis
Lecture 19: The Dangers of Overfitting — [
Lecture 20: Hypothesis Testing
Lecture 21: Confidence Intervals
Lecture 22: p-Hacking and Multiple Comparisons Bias — [
Lecture 23: Spearman Rank Correlation — [
Lecture 24: Leverage
Lecture 25: Position Concentration Risk — [
Lecture 26: Estimating Covariance Matrices
Lecture 27: Introduction to Volume, Slippage, and Liquidity
Lecture 28: Market Impact Models
Lecture 29: Universe Selection — [
Lecture 30: The Capital Asset Pricing Model and Arbitrage Pricing Theory
Lecture 31: Beta Hedging — [
Lecture 32: Fundamental Factor Models — [
Lecture 33: Portfolio Analysis
Lecture 34: Factor Risk Exposure — [
Lecture 35: Risk-Constrained Portfolio Optimization
Lecture 36: Principal Component Analysis
Lecture 37: Long-Short Equity
Lecture 38: Example: Long-Short Equity Algorithm
Lecture 39: Factor Analysis with Alphalens — [
Lecture 40: Why You Should Hedge Beta and Sector Exposures (Part I)
Lecture 41: Why You Should Hedge Beta and Sector Exposures (Part II)
Lecture 42: VaR and CVaR
Lecture 43: Integration, Cointegration, and Stationarity — [
Lecture 44: Introduction to Pairs Trading — [
Lecture 45: Example: Basic Pairs Trading Algorithm
Lecture 46: Example: Pairs Trading Algorithm
Lecture 47: Autocorrelation and AR Models — [
Lecture 48: ARCH, GARCH, and GMM
Lecture 49: Kalman Filters — [
Lecture 50: Example: Kalman Filter Pairs Trade
Lecture 51: Introduction to Futures
Lecture 52: Futures Trading Considerations
Lecture 53: Mean Reversion on Futures
Lecture 54: Example: Pairs Trading on Futures
Lecture 55: Case Study: Traditional Value Factor
Lecture 56: Case Study: Comparing ETFs
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