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| Name | Quantopian Lecture Series: Kalman Filters |
| Video Uploader | Video From Quantopian |
| Upload Date | This Video Uploaded At 31-07-2015 22:03:16 |
| Video Discription | Kalman Filters are used in signal processing to estimate the underlying state of a process. They are incredibly useful for finance, as we are constantly taking noisy estimates of key quantities and trading indicators. This notebook introduces Kalman Filters and shows some examples of application to quantitative finance. You can view the corresponding notebooks from this lecture here: http://bit.ly/clonekalmanfilter. To learn more about Quantopian, visit us at: http://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. |
| Category | Science & Technology |
| Tags | Kalman Filter | Mathematics (Field Of Study) | Lecture (Type Of Public Presentation) | Quantopian | Python (Programming Language) | Stock Trader (Profession) | algorithmic trading | quantitative engineer | financial engineering | IPython | Jupyter |
