- 01. Intro: Efficient Market hypothesis and Arbitrage opportunities
- 02. install libraries
- 03. Alpha Factors versus Risk Factor Modeling
- 04. Definition of key words
- 05. Researching Alphas from Academic Papers
- 06. Controlling for Risk within an Alpha Factor Part 1
- 07. Controlling for Risk within an Alpha Factor Part 2
- 08. Sector Neutral Exercise
- 09. Ranking Part 1
- 10. Ranking Part 2
- 11. Ranking in Zipline
- 12. Ranking exercise
- 13. Z score
- 14. z-score quiz
- 15. z-score exercise
- 16. Smoothing
- 17. Smoothing Quiz 1
- 18. Smoothing Exercise
- 19. Factor Returns
- 20. Factor returns quiz
- 21. get_clean_factor_and_forward_returns
- 22. Factor and forward returns exercise
- 23. Universe construction rule
- 24. Return Denominator, Leverage, and Factor Returns
- 25. Making dollar neutral and leverage ratio equal to one
- 26. Factor returns coding exercise
- 27. Sharpe Ratio
- 28. Sharpe Ratio Coding Exercise
- 29. Halfway There!
- 30. Ranked Information Coefficient (Rank IC) : Part 1
- 31. Ranked Information Coefficient (Rank IC) : Part 2
- 32. Quiz factor_information_coefficient
- 33. Rank IC coding exercise
- 34. The Fundamental Law of Active Management: Part 1
- 35. The Fundamental Law of Active Management: Part 2
- 36. Real World Constraints: Liquidity
- 37. Real World Constraints: Transaction Costs
- 38. Turnover as a Proxy for Real World Constraints
- 39. Factor Rank Autocorrelation (Turnover)
- 40. Turnover Exercise
- 41. Quantile Analysis Part 1
- 42. Quantile Analysis Part 2
- 43. mean returns by quantile quiz
- 44. Quantile analysis exercise
- 45. Quantiles: Academic Research vs. Practitioners
- 46. Transfer Coefficient
- 47. Transfer Coefficient Coding Exercise
- 48. It’s all Relative
- 49. Conditional Factors
- 50. Summary
- 51. Interlude: Reading Academic Research Papers, Part 1
- 52. Interlude: Reading Academic Research Papers, Part 2
- 53. Interlude: Reading Academic Research Papers, Part 3