Q2: Jessica Stauth – Seeking Alpha? Try Alpha Factors

Chat With Traders

Tessa Dao

Education, Business, Investing

4.9 • 2.3K Ratings

🗓️ 28 November 2016

⏱️ 68 minutes

🔗️ Recording | iTunes | RSS

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Summary

Factors are at the core of a modern quant equity workflow. This episode introduces the notion of alpha and risk factors at a high level, and delves into some of the use cases which include: understanding how the market is moving, understanding how a portfolio is exposed to sources of risk, and turning ideas for price forecasting into encapsulated alpha factors. -- Sponsored by DataCamp.com – DataCamp is the ultimate go-to for learning data science and stats, using programming languages Python and R. Start any online course today—for FREE! Learn more about your ad choices. Visit megaphone.fm/adchoices

Transcript

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0:00.0	Chat with traders, collaboration with Quantopian Episode 2.
0:13.7	Hey, what's up folks? Welcome to the second installment of the mini-series
0:18.7	in collaboration with Quantopian. On the previous episode we discussed various
0:23.9	biases that traders and investors can be affected by. On this episode we
0:29.5	begin the discussion by talking about the things that Quant's consider when
0:33.8	determining their trading universe. From there we explore alpha factors and risk
0:39.1	factors and then we finally go through an example of how all of the above are
0:43.6	relevant in an actual trading strategy. Delaney is with us again for this
0:48.6	episode as he will be throughout the series but we are also joined by Jess
0:53.2	Stath who is the VP of Quant's strategy at Quantopian and has a pretty
0:59.4	impressive background in the field. This is the point in the series where things
1:04.5	do become more specific to quantitative methods of trading and slightly
1:09.9	less relevant to those who favor discretion but still there's no harm in
1:14.6	listening if this is something that interests you. As the subject starts to
1:19.0	get a little more advanced I wouldn't encourage you to listen over this
1:22.7	episode twice if need be and make use of the resources that we mention
1:27.9	throughout the episode. All of these have been curated for you at
1:32.6	quantopian.com forward slash chat with traders so anything that gets mentioned
1:37.7	you can find there all in one place. Also if something doesn't make sense to you
1:43.0	and you would like to ask a question you can do so at quantopian.com forward slash
1:49.0	questions. We will do our best to tackle all questions
1:54.0	on part six of this series and before we get going I'd like to say a massive
	...

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