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Fundamental Factor Modeling

Delaney Granizo-Mackenzie presenting on long-short strategies and fundamental factor models in an application involving US equities at the SF Data Mining Meetup (https://www.meetup.com/Data-Mining/ev.... The code from the notebooks on Arbitrage Pricing Theory, Factor Risk Exposure, and Fundamental Factor Models) can be found at https://www.quantopian.com/lectures. To learn more about Quantopian, visit us at: https://www.quantopian.com. 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.