Q3: Jonathan Larkin – Seeking Alpha? Try MORE Alpha Factors

Chat With Traders

Tessa Dao

Education, Business, Investing

4.9 • 2.3K Ratings

🗓️ 5 December 2016

⏱️ 51 minutes

🔗️ Recording | iTunes | RSS

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Summary

In practice, no one trading model will ever be that good on its own. Luckily statistics has come up with a lot of theory about how you can combine weaker models to create better overall predictions. We’ll discuss how to combine many different trading signals into overall models and some of the practical considerations in doing so. -- Sponsored by DataCamp.com – For new and intermediate programmers, DataCamp have an evergrowing library of interactive courses that’ll help you to become a data science wizard. Learn more about your ad choices. Visit megaphone.fm/adchoices

Transcript

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0:00.0	Chat with traders collaboration with contopian episode three
0:13.4	What's good traders welcome back for part three of six in the series, which is a collaboration with contopian
0:20.7	If we've not met in the past my name is Aaron Firefield
0:24.2	I'm your host and thank you so much for being here
0:27.6	So following on from the previous episode when we spoke about alpha factors
0:32.6	This episode is a continuation as we discuss what comes next in the workflow of many
0:39.0	quantitative trading firms and that is
0:41.6	combining alpha factors
0:43.5	So we discuss why this is something which you would want to do some of the various techniques
0:48.6	Quants used for aggregating alpha factors and other topics that surround this subject too
0:54.8	So for this episode Delaney and myself are joined by Jonathan Larkin who is the chief investment officer at
1:02.2	contopian
1:03.1	Jonathan's been trading in the professional space since the late 90s many of those years spent at JP Morgan
1:10.7	Now just to remind you of a few things
1:13.2	If there are any questions you have please go to contopian.com
1:17.4	Ford slash questions that's where you can submit questions and ask anything you're unsure about
1:24.0	Relative to the topics and the theme of the series of course
1:28.2	Episode six is the Q&A episode and that's where we'll answer as many of these questions as possible
1:34.8	Any links and additional resources which get mentioned during this episode or any other episode in the series have been curated for you at
1:44.0	Quantopian.com Ford slash chat with traders
1:47.7	So that's real worth a look and you can also find the same on the chat with traders website also now
1:53.5	I've mentioned this previously
	...

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