Lecture 1: Introduction to Research — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Research)] [[▶️Video](https://www.youtube.com/watch?v=W-TlWzwM208)]\
Lecture 2: Introduction to Python — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Python)] [[▶️Video](https://www.youtube.com/watch?v=bQUWLkKzpxE)]\
Lecture 3: Introduction to NumPy — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_NumPy)] [[▶️Video](https://www.youtube.com/watch?v=48RqKyD6fas)]\
Lecture 4: Introduction to pandas — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pandas)] [[▶️Video](https://www.youtube.com/watch?v=pAkEuv1lj08)]\
Lecture 5: Plotting Data — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Plotting_Data)] [[▶️Video](https://www.youtube.com/watch?v=nKq_wz3Qk8w)]\
Lecture 6: Means — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Means)] [[▶️Video](https://www.youtube.com/watch?v=XYbsBsRtCjw)]\
Lecture 7: Variance — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Variance)] [[▶️Video](https://www.youtube.com/watch?v=0AWY0odmjSs)]\
Lecture 8: Statistical Moments — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Statistical_Moments)] [[▶️Video](https://www.youtube.com/watch?v=mkVA_xUWDI0)]\
Lecture 9: Linear Correlation Analysis — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Correlation_Analysis)] [[▶️Video](https://www.youtube.com/watch?v=GM76JkrVmRk?t=2m6s)]\
Lecture 10: Instability of Estimates — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Instability_of_Estimates)] [[▶️Video](https://www.youtube.com/watch?v=2pbu3_6lF40)]\
Lecture 11: Random Variables — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Random_Variables)]\
Lecture 12: Linear Regression — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Linear_Regression)] [[▶️Video](https://www.youtube.com/watch?v=Af0l3TQJ3h8?t=3m36s)]\
Lecture 13: Maximum Likelihood Estimation — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Maximum_Likelihood_Estimation)]\
Lecture 14: Regression Model Instability — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Regression_Model_Instability)] [[▶️Video](https://www.youtube.com/watch?v=HMQ34PfhzGE)]\
Lecture 15: Multiple Linear Regression — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Multiple_Linear_Regression)]\
Lecture 16: Violations of Regression Models — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Violations_of_Regression_Models)] [[▶️Video](https://www.youtube.com/watch?v=xM94MRs8U3M)]\
Lecture 17: Model Misspecification — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Model_Misspecification)] [[▶️Video](https://www.youtube.com/watch?v=t4peS8Ak-sY)]\
Lecture 18: Residual Analysis — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Residuals_Analysis)]\
Lecture 19: The Dangers of Overfitting — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/The_Dangers_of_Overfitting)] [[▶️Video](https://www.youtube.com/watch?v=KNCgvjyKrcw)]\
Lecture 20: Hypothesis Testing — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Hypothesis_Testing)]\
Lecture 21: Confidence Intervals — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Confidence_Intervals)]\
Lecture 22: p-Hacking and Multiple Comparisons Bias — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/p-Hacking_and_Multiple_Comparisons_Bias)] [[▶️Video](https://www.youtube.com/watch?v=YiDfbYtgUPc)]\
Lecture 23: Spearman Rank Correlation — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Spearman_Rank_Correlation)] [[▶️Video](https://www.youtube.com/watch?v=GM76JkrVmRk?t=25m51s)]\
Lecture 24: Leverage — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Leverage)]\
Lecture 25: Position Concentration Risk — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Position_Concentration_Risk)] [[▶️Video](https://www.youtube.com/watch?v=I1z7B2_FarQ)]\
Lecture 26: Estimating Covariance Matrices — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Estimating_Covariance_Matrices)]\
Lecture 27: Introduction to Volume, Slippage, and Liquidity — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Volume_Slippage_and_Liquidity)]\
Lecture 28: Market Impact Models — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Market_Impact_Model)]\
Lecture 29: Universe Selection — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Universe_Selection)] [[▶️Video](https://www.youtube.com/watch?v=oa5RhuHVbH0)]\
Lecture 30: The Capital Asset Pricing Model and Arbitrage Pricing Theory — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/CAPM_and_Arbitrage_Pricing_Theory)]\
Lecture 31: Beta Hedging — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Beta_Hedging)] [[▶️Video](https://www.youtube.com/watch?v=Af0l3TQJ3h8?t=22m14s)]\
Lecture 32: Fundamental Factor Models — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Fundamental_Factor_Models)] [[▶️Video](https://www.youtube.com/watch?v=P16zDtf0CE0)]\
Lecture 33: Portfolio Analysis — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Portfolio_Analysis)]\
Lecture 34: Factor Risk Exposure — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Risk_Exposure)] [[▶️Video](https://www.youtube.com/watch?v=Ep8Y5JfQoRg)]\
Lecture 35: Risk-Constrained Portfolio Optimization — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/blob/master/notebooks/lectures/Factor_Based_Risk_Management/notebook.ipynb)]\
Lecture 36: Principal Component Analysis — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/PCA)]\
Lecture 37: Long-Short Equity — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\
Lecture 38: Example: Long-Short Equity Algorithm — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Long-Short_Equity)]\
Lecture 39: Factor Analysis with Alphalens — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Factor_Analysis)] [[▶️Video](https://www.youtube.com/watch?v=v5IYcBxMDYE)]\
Lecture 40: Why You Should Hedge Beta and Sector Exposures (Part I) — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_I)]\
Lecture 41: Why You Should Hedge Beta and Sector Exposures (Part II) — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Why_Hedge_II)]\
Lecture 42: VaR and CVaR — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/VaR_and_CVaR)]\
Lecture 43: Integration, Cointegration, and Stationarity — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Integration_Cointegration_and_Stationarity)] [[Video](https://www.youtube.com/watch?v=Pn_RiDbK82M)]\
Lecture 44: Introduction to Pairs Trading — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)] [[▶️Video](https://www.youtube.com/watch?v=JTucMRYMOyY)]\
Lecture 45: Example: Basic Pairs Trading Algorithm — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\
Lecture 46: Example: Pairs Trading Algorithm — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\
Lecture 47: Autocorrelation and AR Models — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Autocorrelation_and_AR_Models)] [[▶️Video](https://www.youtube.com/watch?v=fnrSZvla51Y)]\
Lecture 48: ARCH, GARCH, and GMM — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/ARCH_GARCH_and_GMM)]\
Lecture 49: Kalman Filters — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)] [[▶️Video](https://www.youtube.com/watch?v=RxIdLu18SsE)]\
Lecture 50: Example: Kalman Filter Pairs Trade — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Kalman_Filters)]\
Lecture 51: Introduction to Futures — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Futures)]\
Lecture 52: Futures Trading Considerations — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Futures_Trading_Considerations)]\
Lecture 53: Mean Reversion on Futures — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Mean_Reversion_on_Futures)]\
Lecture 54: Example: Pairs Trading on Futures — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Introduction_to_Pairs_Trading)]\
Lecture 55: Case Study: Traditional Value Factor — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Traditional_Value_Factor)]\
Lecture 56: Case Study: Comparing ETFs — [[📝Lecture Notebooks](https://github.com/quantopian/research_public/tree/master/notebooks/lectures/Case_Study_Comparing_ETFs)]