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Quantopian Lecture Series: Leverage

Leverage is a tool that we often use in finance and is important to take into account when constructing any trading model. The ability to take on debt to lever up returns is useful, though it comes with its own set of risks. Specifically, leverage roughly preserves the Sharpe ratio of a strategy, so it can be a way of transforming low absolute returns into higher absolute returns with the same risk ratio. In this lecture we cover the basics of what leverage means as well as provide an introduction to risk-adjusted returns. More lectures can be found here: https://www.quantopian.com/lectures#L... 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.