Oct 29th, 2020 - Non-parametric Methods in Trading Simulation

by Chris Conlan

Register with Zoom: https://us02web.zoom.us/webinar/register/WN_wYA6erZbT4W3dqS3_FwUWg

The Bethesda Data Science Meetup is back and going virtual.

This is the fifth in a series of whiteboard lectures on quant trading. We will talk about how to run non-parametric statistical tests on your trading strategy to determine if it is any good. Common non-parametric methods include bootstrap simulations and rank-order tests, which we will incorporate into quant trading.

A lot of the content of this presentation will come from my latest book, Algorithmic Trading with Python, which you can find on Amazon. Even if you have already read the book, I highly encourage you to attend, because you will probably have some of the best questions.

This event will be virtual, so we will be inviting people from all over the world.