Lecture Notes

Week 1

Working with .csvs

Using Numpy

Statistical Analysis of Time Series

Week 2

Incomplete Data

Histograms and Scatterplots

Sharpe ratio and other portfolio statistics

Optimizers

Week 3

How to Optimize a Portfolio

Machine Learning at Hedge Funds

Supervised Regression Learning

Week 4

Assessing a learning algorithm

Ensemble Learners - Bagging and Boosting

Decision Trees

Week 5

Hedge Fund Management