Quantifying Uncertainty: Evaluating Trading Algorithms using Probabilistic Programming (Thomas Wiecki)
Tuesday, Nov 4 5:30p
Hack/Reduce
Cambridge,
MA
Format:
There will be a networking event with food before the presentation.
Abstract:
There exist a large number of metrics to evaluate the performance and risk of a trading strategy. Although those metrics have proven to be useful tools in practice, most of them require a large amount of data and yield unstable results on shorter timescales. Quantopian allows users to develop and launch trading algorithms that invest in the stock market. As we have launched live trading less than a year ago, estimating… Show more
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