The process of strategy development is that of turning ideas into money. There are numerous steps in between, many of which are unknown to people entering into the space. We talk about the common workflows for turning ideas into models, evaluating models, constructing risk constrained portfolios, and executing profitable trades. We also talk about some of the common failure modes in each, and what to be aware of to help avoid them. Among the free and open source tools we'll discuss are alphalens, the Quantopian risk model, and pyfolio.

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Disclaimer
Quantopian provides this presentation to help people write trading algorithms it is not intended to provide investment advice.

More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian.

In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.