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Quantopian Meetup - Three-Dimensional Time: Working with Alternative Data

  • CIC Boston, Anchor, Ground Floor 50 Milk Street Boston, MA, 02109 United States (map)

Three-Dimensional Time: Working with Alternative Data

Have you ever heard about lookahead bias? How about algorithms struggling with stale data? Typically these problems are categorized as "incorrect data", but in fact, the issue does not lie with the data itself, but with your perspective on the data. 

This talk will examine how we typically view data through the lens of time, and why, generally, that typical approach is wrong. At Quantopian, we've tried several ways of handling data with regards to time, and we'll talk about lessons learned along the way. We'll also discuss what multidimensionality means for financial data specifically, and how we can apply this to get better results in backtesting. Additionally, we'll touch on how to apply multidimensionality to more general data, and why it's important for anyone working with applied data to take this approach.  

Join us to hear Quantopian's Engineer, Kathryn Glowinski, present "Three-Dimensional Time: Working with Alternative Data."  There will be time to network before and after the presentation.

For more details, and to register, visit our Meetup page! 

Earlier Event: September 5
Guided Meditation
Later Event: September 5
Code for Boston