How to build a long-short equity strategy | Hanlon Financial Systems Center

How to build a long-short equity strategy

How to build a long-short equity strategy

seminar date: 
Wednesday, February 24, 2016 - 2:00pm
seminar location: 
Delaney Granizo-Mackenzie

Long-short equity strategies are an incredibly robust family of strategies. They depend on a methodology to rank equities, and perform proportionally to how well the ranking system differentiates high and low future returns. They avoid many forms of statistical bias and noise, and are an excellent way to make money off a model that predicts future returns for any given asset. 

This lecture will go over the background and implementation of a long-short equity strategy on Quantopian.  This talk is part of the Quantopian Lecture Series. All lecture materials can be found at:



Delaney Granizo-Mackenzie manages academic outreach at Quantopian. After studying computer science at Princeton, Delaney joined Quantopian in 2014. Since then he has led successful course integrations at schools including Cornell, Stanford, and MIT Sloan. Delaney is using his experience and feedback from professors to build an interactive quantitative finance curriculum focusing on best statistical practices. Delaney’s background includes 7 years of academic research in a computational biology lab, and a strong focus on statistics and data science.



Quantopian is a crowd-sourced quantitative hedge fund. We provide capital, data, and infrastructure for quants to research, code, test, and trade algorithmic investing strategies. We have an engaged community of 65,000 quants who discuss concepts and practice, and learn from peers and experts. We provide capital for our community to trade with, both through a monthly contest and through an allocation process for high-quality algorithms. 

For more information, please visit us at