Quantopian Lecture Series Variance

Summary

Measuring spread of data by taking a standard deviation or The process of implementing a trading algorithm removes a large human element from trading, but still requires some intelligent ... A professional quantitative researcher will do most of their work in a research environment. This video introduces Measuring data by taking a mean is pretty ubiquitous. This is a primer on means and some other 'measures of centrality' in data. You've constructed a model and are getting significant p-values. Everything looks good, but then your algorithm starts losing ... This talk is based on the following lectures from the NumPy is an incredibly popular scientific computing library in Python. It supports numerical operations, multi-dimensional array ... Multiple comparisons bias is a big problem in quantitative analysis. Effectively it's just the notion that the more tests you run, the ... Autocorrelation (the property of an autoregressive time Any estimate comes with a degree of uncertainty, but often that uncertainty is ignored. This is incredibly dangerous in finance, as a ... [Probability & Stochastic Processes] -