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

Options and Futures

6c. Introduction to Options

7. Uses of Options

8. Binomial Trees

10a. Put-Call Parity

10b. Early Exercise

10c. Binomial Trees

10d. Black-Scholes

11. Futures Markets

12. More Futures