Об этом курсе
4.8
Оценки: 9
Рецензии: 1
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Начальный уровень

Начальный уровень

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

Часов на завершение

Прибл. 9 часа на выполнение

Предполагаемая нагрузка: 4 weeks of study, 3-4 hours/week...
Доступные языки

Английский

Субтитры: Английский
100% онлайн

100% онлайн

Начните сейчас и учитесь по собственному графику.
Гибкие сроки

Гибкие сроки

Назначьте сроки сдачи в соответствии со своим графиком.
Начальный уровень

Начальный уровень

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

Часов на завершение

Прибл. 9 часа на выполнение

Предполагаемая нагрузка: 4 weeks of study, 3-4 hours/week...
Доступные языки

Английский

Субтитры: Английский

Программа курса: что вы изучите

Неделя
1
Часов на завершение
3 ч. на завершение

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 видео ((всего 30 мин.)), 2 материалов для самостоятельного изучения, 1 тест
Video7 видео
1.0 Module Introduction3мин
1.1 Packages for Data Analysis1мин
1.2 Importing data2мин
1.3 Basics of Dataframe5мин
1.4 Generate new variables in Dataframe8мин
1.5 Trading Strategy5мин
Reading2 материала для самостоятельного изучения
Grading Criteria5мин
Getting started with Jupyter Notebook10мин
Quiz1 практическое упражнение
Quiz 130мин
Неделя
2
Часов на завершение
2 ч. на завершение

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 видео ((всего 19 мин.)), 1 тест
Video4 видео
2.1 Outcomes and Random Variables2мин
2.2 Frequency and Distributions5мин
2.3 Models of Distribution7мин
Quiz1 практическое упражнение
Quiz 230мин
Неделя
3
Часов на завершение
3 ч. на завершение

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 видео ((всего 32 мин.)), 1 тест
Video5 видео
3.1 Population and Sample8мин
3.2 Variation of Sample5мин
3.3 Confidence Interval4мин
3.4 Hypothesis Testing11мин
Quiz1 практическое упражнение
Quiz 330мин
Неделя
4
Часов на завершение
4 ч. на завершение

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 видео ((всего 46 мин.)), 1 материал для самостоятельного изучения, 2 тестов
Video6 видео
4.1 Association of random variables5мин
4.2 Simple linear regression model13мин
4.3 Diagnostic of linear regression model4мин
4.4 Multiple linear regression model14мин
4.5 Evaluate the strategy5мин
Reading1 материал для самостоятельного изучения
Please rate this course!2мин
Quiz2 практического упражнения
Quiz 430мин
Post-course survey5мин

Преподаватель

Avatar

Xuhu Wan

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

О The Hong Kong University of Science and Technology

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....

Часто задаваемые вопросы

  • 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.

  • When you purchase a Certificate you get access to all course materials, including graded assignments. Upon completing the course, your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.

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