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Building a Quantitative Trading Strategy To Beat the S&P500

Summary

Upon joining Quantopian, in order to understand her users better, Karen Rubin embarked on a project to learn how quants research, write and trade algorithms to invest in the market. Over the course of a year, she has explored what would happen if you invested in women-led companies and learned about the challenges of writing profitable investment strategies.

In this talk, she will walk us through the highs and lows of her journey from initial data gathering and cleansing to strategy validation and trading.

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