Data Driven Finance II

Quant Investing

1. Stock Picking Basics

2. A First Portfolio

3a. Alpaca

3b. Rice Database

3c. GHZ Database

3d. Today Table

4a. Simple Backtest

4b. Second Backtest

4c. Evaluation of Returns

5a. Refit and Save

5b. Rank and Trade

5c. Portfolio Analysis

6a. Dummy Variables

6b. Third Backtest

9. ML Models for Return Prediction