Informações sobre o curso
42,000 visualizações recentes

100% online

Comece imediatamente e aprenda em seu próprio cronograma.

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.

Nível iniciante

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

Aprox. 10 horas para completar

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

Inglês

Legendas: Inglês

100% online

Comece imediatamente e aprenda em seu próprio cronograma.

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.

Nível iniciante

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

Aprox. 10 horas para completar

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

Inglês

Legendas: Inglês

Programa - O que você aprenderá com este curso

Semana
1
3 horas para concluir

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 vídeos (total de (Total 30 mín.) min), 2 leituras, 1 teste
7 videos
1.0 Module Introduction3min
1.1 Packages for Data Analysis1min
1.2 Importing data2min
1.3 Basics of Dataframe5min
1.4 Generate new variables in Dataframe8min
1.5 Trading Strategy5min
2 leituras
Grading Criteria5min
Getting started with Jupyter Notebook10min
1 exercício prático
Quiz 130min
Semana
2
2 horas para concluir

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 vídeos (total de (Total 19 mín.) min), 1 teste
4 videos
2.1 Outcomes and Random Variables2min
2.2 Frequency and Distributions5min
2.3 Models of Distribution7min
1 exercício prático
Quiz 230min
Semana
3
3 horas para concluir

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 vídeos (total de (Total 32 mín.) min), 1 teste
5 videos
3.1 Population and Sample8min
3.2 Variation of Sample5min
3.3 Confidence Interval4min
3.4 Hypothesis Testing11min
1 exercício prático
Quiz 330min
Semana
4
4 horas para concluir

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 vídeos (total de (Total 46 mín.) min), 1 leitura, 2 testes
6 videos
4.1 Association of random variables5min
4.2 Simple linear regression model13min
4.3 Diagnostic of linear regression model4min
4.4 Multiple linear regression model14min
4.5 Evaluate the strategy5min
1 leituras
Please rate this course!2min
2 exercícios práticos
Quiz 430min
Post-course survey5min
4.6
38 avaliaçõesChevron Right

Melhores avaliações

por DAJan 21st 2019

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

por SDMay 1st 2019

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

Instrutores

Avatar

Xuhu Wan

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

Sobre Universidade de Ciência e Tecnologia de Hong Kong

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....

Perguntas Frequentes – FAQ

  • Ao se inscrever para um Certificado, você terá acesso a todos os vídeos, testes e tarefas de programação (se aplicável). Tarefas avaliadas pelos colegas apenas podem ser enviadas e avaliadas após o início da sessão. Caso escolha explorar o curso sem adquiri-lo, talvez você não consiga acessar certas tarefas.

  • Quando você adquire o Certificado, ganha acesso a todo o material do curso, incluindo avaliações com nota atribuída. Após concluir o curso, seu Certificado eletrônico será adicionado à sua página de Participações e você poderá imprimi-lo ou adicioná-lo ao seu perfil no LinkedIn. Se quiser apenas ler e assistir o conteúdo do curso, você poderá frequentá-lo como ouvinte sem custo.

Mais dúvidas? Visite o Central de Ajuda ao Aprendiz.