Interpreting factor Anomalies

In this webinar, we discuss the concept of anomalies and how they impact your research through the lens of equity factor models. We will present several methods to improve statistical significance revolving around managing unexpected anomalies and overview the implications of each method. However, anomalies are also huge opportunities of market inefficiency - and so, we will touch on the statistical significance of these anomalies and developing strategies around them. About the Speaker: Cheng Peng Cheng is currently a Software Engineer at Betterment, the largest independent online financial advisor. Betterment manages more than $10 billion in assets for 280,000 customers. Prior to Betterment, Cheng worked across multiple industries (AIG, Blackberry, Textnow, Keyobi), as an Analyst, Software Engineer and Startup Founder. His passion for finance and technology drives his independent research. To learn more about Quantopian, visit: 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.