Seeking Alpha in Alternative Data

This is a webinar that I did with Quantopian on 14 Dec 2017.


The challenge for a quant is how to make sense and ultimately extract useful trading signals out of alternative data. In this webinar, Anthony Ng will use Quantopian’s alternative datasets and demonstrate one way to extract signal out of these datasets.

My slides are as follow:


The video recording of the webinar:

No Comments

Leave a Reply

Your email address will not be published. Required fields are marked *

Calling All Singapore and S.E.A. Budding Quants. Quantopian Workshop in Singapore.

At the end of this month, I will be conducting an Advanced Algorithmic Trading Workshop in Singapore.¬† There is an air of urgency, anticipation, and excitement for this coming workshop. The age of Quant either for trading, searching out new trading signals, operational efficiency or even applying Artificial Intelligence in …

algorithmic trading
Multi-Assets Trading with Interactive Brokers

Background I have been using Interactive Brokers platform to teach my students how to trade for over 5 years. We covered topics ranging from commodities and futures trading, equity arbitrage trading, risk management, portfolio management, and more. The platform is features rich and provides a¬†realistic introduction to the world of …

algorithmic trading
Classification Based Machine Learning for Price Prediction

It is quite common to observe that a lot of the initial application of machine learning techniques are on directly the market price (Open, High, Low, Close, Volume). As understanding of machine learning increase, the sophistication level starts to increase. Quants are starting to look for alpha by adding factors …