ENH: Introduction to Volume Slippage and Liquidity Lecture: QTradable…

…StocksUS
dvs39 · Nov 9, 2017 · 075b86d · 075b86d
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diff --git a/notebooks/lectures/Introduction_to_Volume_Slippage_and_Liquidity/notebook.ipynb b/notebooks/lectures/Introduction_to_Volume_Slippage_and_Liquidity/notebook.ipynb
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    "source": [
     "## Avoiding Illiquidity\n",
     "### Use a good universe.\n",
-    "Quantopian has defined a universe (Q1500) of liquid stocks in an effort to provide a nice clean starting point for people looking to develop models. You can find more about that here:\n",
+    "\n",
+    "Quantopian has defined a universe (QTradableStocksUS) of liquid stocks in an effort to provide a nice clean starting point for people looking to develop models. You can find more about that here:\n",
     "\n",
     "https://www.quantopian.com/lectures/universe-selection\n",
     "\n",
     "### Execution Algorithms\n",
+    "\n",
     "Algorithms exist that try to time orders and parcel them out into smaller chunks across many markets or timeframes. These algorithms are collectively known as execution algorithms and aim to reduce issues with slippage and liquidity. We will not go into execution algorithms in this lecture, but they are the subject of a huge amount of industry and academic research. Often firms will have a quantitative research team dedicated to developing strategies, and another dedicated to researching ways to execute the trades."
    ]
   },