课程信息
4.9
8 个评分
1 个审阅
100% 在线

100% 在线

立即开始,按照自己的计划学习。
可灵活调整截止日期

可灵活调整截止日期

根据您的日程表重置截止日期。
初级

初级

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

完成时间(小时)

完成时间大约为9 小时

建议:4 weeks of study, 3-4 hours/week...
可选语言

英语(English)

字幕:英语(English)
100% 在线

100% 在线

立即开始,按照自己的计划学习。
可灵活调整截止日期

可灵活调整截止日期

根据您的日程表重置截止日期。
初级

初级

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

完成时间(小时)

完成时间大约为9 小时

建议:4 weeks of study, 3-4 hours/week...
可选语言

英语(English)

字幕:英语(English)

教学大纲 - 您将从这门课程中学到什么

1
完成时间(小时)
完成时间为 3 小时

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!...
Reading
7 个视频 (总计 30 分钟), 2 个阅读材料, 1 个测验
Video7 个视频
1.0 Module Introduction3分钟
1.1 Packages for Data Analysis1分钟
1.2 Importing data2分钟
1.3 Basics of Dataframe5分钟
1.4 Generate new variables in Dataframe8分钟
1.5 Trading Strategy5分钟
Reading2 个阅读材料
Grading Criteria5分钟
Getting started with Jupyter Notebook10分钟
Quiz1 个练习
Quiz 130分钟
2
完成时间(小时)
完成时间为 2 小时

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....
Reading
4 个视频 (总计 19 分钟), 1 个测验
Video4 个视频
2.1 Outcomes and Random Variables2分钟
2.2 Frequency and Distributions5分钟
2.3 Models of Distribution7分钟
Quiz1 个练习
Quiz 230分钟
3
完成时间(小时)
完成时间为 3 小时

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....
Reading
5 个视频 (总计 32 分钟), 1 个测验
Video5 个视频
3.1 Population and Sample8分钟
3.2 Variation of Sample5分钟
3.3 Confidence Interval4分钟
3.4 Hypothesis Testing11分钟
Quiz1 个练习
Quiz 330分钟
4
完成时间(小时)
完成时间为 4 小时

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!...
Reading
6 个视频 (总计 46 分钟), 1 个阅读材料, 2 个测验
Video6 个视频
4.1 Association of random variables5分钟
4.2 Simple linear regression model13分钟
4.3 Diagnostic of linear regression model4分钟
4.4 Multiple linear regression model14分钟
4.5 Evaluate the strategy5分钟
Reading1 个阅读材料
Please rate this course!2分钟
Quiz2 个练习
Quiz 430分钟
Post-course survey5分钟

讲师

Avatar

Xuhu Wan

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

关于 The Hong Kong University of Science and Technology

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常见问题

  • Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.

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