iBet uBet web content aggregator. Adding the entire web to your favor.
iBet uBet web content aggregator. Adding the entire web to your favor.



Link to original content: https://gist.github.com/ih2502mk/50d8f7feb614c8676383431b056f4291
Quantopian Lectures Saved · GitHub
Skip to content

Instantly share code, notes, and snippets.

@ih2502mk
Last active December 11, 2024 09:00
Show Gist options
  • Save ih2502mk/50d8f7feb614c8676383431b056f4291 to your computer and use it in GitHub Desktop.
Save ih2502mk/50d8f7feb614c8676383431b056f4291 to your computer and use it in GitHub Desktop.
Quantopian Lectures Saved

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

@dallen101
Copy link

Wow. I don't have the words to express how grateful and happy I am right now! Thank you!

@iveksl2
Copy link

iveksl2 commented Dec 24, 2021

Agree with @muehlegger . Thanks for saving and posting these

@Sanjaychegde
Copy link

Thanks

@pixyfox
Copy link

pixyfox commented Jan 19, 2022

Thank you !!

@Zenjaycfa
Copy link

thanks

@devinearr
Copy link

😤

@Raptor1121
Copy link

Hi can anyone tell me how I can use this material? I dont have a programming background so I'm not sure how to start. Thanks!

@TheCodingSpiRiT
Copy link

how can i use those notebooks now that the quantopian site is down?

@Heyymant
Copy link

how can i use those notebooks now that the quantopian site is down?

Copy the raw file as text and then save its a ipynb file. :)

@Raptor1121
Copy link

Heyymant

Thanks!

@QuantPhenomenon
Copy link

This is very much appreciated. Thank you

@QuantPhenomenon
Copy link

Just get the raw file and go from there.

@thatboredgirlie
Copy link

Verify Github on Galxe. gid:GFdyFLCMfgCpmFU7d4fcZD

@mksamanes
Copy link

mksamanes commented Dec 5, 2022

Thanks!

@SDesai0214
Copy link

Thanks for the resource!

@sabino58
Copy link

Round of applause !!!!

@satyadevb
Copy link

Thanks for the resources!

@KatsuragiCSL
Copy link

Huge thanks!

@nicolasmozo
Copy link

thank you for this!

@fofomakcher
Copy link

thanks

@asingh20github
Copy link

Thank You :)

@fudingyu
Copy link

Thank you ~~~!

@Navinderbp
Copy link

Thank You !

@ultrasounder
Copy link

Thanks @ih2502mk

@ultrasounder
Copy link

how can i use those notebooks now that the quantopian site is down?

Copy the raw file as text and then save its a ipynb file. :)

Thanks

@adityaapraveen
Copy link

Im new to quant, can someone tell me how prepared will this resource make me if my goal is to grab an internship at any tier 2 quant company

@QuantBuddyIO
Copy link

Wow this series is pretty great.
I paired it with https://quantessential.io/ for my quant prep.
Hopefully this lands me a top tier job

@scakhug
Copy link

scakhug commented Jun 24, 2024

Promised land, thank you very much for your efforts for this,god bless you

@hrishavbasu
Copy link

Thanks man for the resources!!!

@mod7ex
Copy link

mod7ex commented Oct 20, 2024

thanks )

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment