課程信息
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初級

You will get the most out of the course if you have basic knowledge in probability.

完成時間大約為10 小時

建議:4 weeks of study, 3-4 hours/week...

英語(English)

字幕:英語(English)

100% 在線

立即開始,按照自己的計劃學習。

可靈活調整截止日期

根據您的日程表重置截止日期。

初級

You will get the most out of the course if you have basic knowledge in probability.

完成時間大約為10 小時

建議:4 weeks of study, 3-4 hours/week...

英語(English)

字幕:英語(English)

教學大綱 - 您將從這門課程中學到什麼

1
完成時間為 3 小時

Visualizing and Munging Stock Data

Why do investment banks and consumer banks use Python to build quantitative models to predict returns and evaluate risks? What makes Python one of the most popular tools for financial analysis? You are going to learn basic python to import, manipulate and visualize stock data in this module. As Python is highly readable and simple enough, you can build one of the most popular trading models - Trend following strategy by the end of this module!...
7 個視頻 (總計 30 分鐘), 2 個閱讀材料, 1 個測驗
7 個視頻
1.0 Module Introduction3分鐘
1.1 Packages for Data Analysis1分鐘
1.2 Importing data2分鐘
1.3 Basics of Dataframe5分鐘
1.4 Generate new variables in Dataframe8分鐘
1.5 Trading Strategy5分鐘
2 個閱讀材料
Grading Criteria5分鐘
Getting started with Jupyter Notebook10分鐘
1 個練習
Quiz 130分鐘
2
完成時間為 2 小時

Random variables and distribution

In the previous module, we built a simple trading strategy base on Moving Average 10 and 50, which are "random variables" in statistics. In this module, we are going to explore basic concepts of random variables. By understanding the frequency and distribution of random variables, we extend further to the discussion of probability. In the later part of the module, we apply the probability concept in measuring the risk of investing a stock by looking at the distribution of log daily return using python. Learners are expected to have basic knowledge of probability before taking this module....
4 個視頻 (總計 19 分鐘), 1 個測驗
4 個視頻
2.1 Outcomes and Random Variables2分鐘
2.2 Frequency and Distributions5分鐘
2.3 Models of Distribution7分鐘
1 個練習
Quiz 230分鐘
3
完成時間為 3 小時

Sampling and Inference

In financial analysis, we always infer the real mean return of stocks, or equity funds, based on the historical data of a couple years. This situation is in line with a core part of statistics - Statistical Inference - which we also base on sample data to infer the population of a target variable.In this module, you are going to understand the basic concept of statistical inference such as population, samples and random sampling. In the second part of the module, we shall estimate the range of mean return of a stock using a concept called confidence interval, after we understand the distribution of sample mean.We will also testify the claim of investment return using another statistical concept - hypothesis testing....
5 個視頻 (總計 32 分鐘), 1 個測驗
5 個視頻
3.1 Population and Sample8分鐘
3.2 Variation of Sample5分鐘
3.3 Confidence Interval4分鐘
3.4 Hypothesis Testing11分鐘
1 個練習
Quiz 330分鐘
4
完成時間為 4 小時

Linear Regression Models for Financial Analysis

In this module, we will explore the most often used prediction method - linear regression. From learning the association of random variables to simple and multiple linear regression model, we finally come to the most interesting part of this course: we will build a model using multiple indices from the global markets and predict the price change of an ETF of S&P500. In addition to building a stock trading model, it is also great fun to test the performance of your own models, which I will also show you how to evaluate them!...
6 個視頻 (總計 46 分鐘), 1 個閱讀材料, 2 個測驗
6 個視頻
4.1 Association of random variables5分鐘
4.2 Simple linear regression model13分鐘
4.3 Diagnostic of linear regression model4分鐘
4.4 Multiple linear regression model14分鐘
4.5 Evaluate the strategy5分鐘
1 個閱讀材料
Please rate this course!2分鐘
2 個練習
Quiz 430分鐘
Post-course survey5分鐘
4.6
38 個審閱Chevron Right

熱門審閱

創建者 DAJan 21st 2019

Perfect for the beginning to intermediate python programmer who wants to utilize finance data to make decisions (i.e. trading).

創建者 SDMay 1st 2019

I learned a lot about how to implement financial statistics in Python and some added knowledge on statistics. Great Course.

講師

Avatar

Xuhu Wan

Associate Professor
Department of Information Systems, Business Statistics and Operations Management

關於 香港科技大学

HKUST - A dynamic, international research university, in relentless pursuit of excellence, leading the advance of science and technology, and educating the new generation of front-runners for Asia and the world....

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