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Financial markets are extremely complex, composed of several layers of reflexive activity behind the scenes. With the rise of alternative data sets and new quantitative methods in machine learning, research can become daunting with so much optionality when accompanied with an endless pool of testable ideas. To better navigate the research process, this webinar will propose a systematic framework to explain market anomalies that occur from the irrational behavior of market participants. Starting with a simple idea, we will walk through how to use this framework to develop an end-to-end trading strategy that reflects the opportunities in the behavioral gap.
About the speaker:
Cheng Peng is currently a Software Engineer at Betterment, the largest independent online financial advisor. Betterment manages more than $10 billion in assets for 280,000 customers. Prior to Betterment, Cheng worked across multiple industries (AIG, Blackberry, Textnow, Keyobi), as an Analyst, Software Engineer, and Startup Founder. His passion for finance and technology drives his independent research.
Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice.
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In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.