Informações sobre o curso
4.8
9 classificações
1 avaliações
100% online

100% online

Comece imediatamente e aprenda em seu próprio cronograma.
Prazos flexíveis

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.
Nível iniciante

Nível iniciante

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

Horas para completar

Aprox. 9 horas para completar

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

Inglês

Legendas: Inglês
100% online

100% online

Comece imediatamente e aprenda em seu próprio cronograma.
Prazos flexíveis

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.
Nível iniciante

Nível iniciante

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

Horas para completar

Aprox. 9 horas para completar

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

Inglês

Legendas: Inglês

Programa - O que você aprenderá com este curso

Semana
1
Horas para completar
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!...
Reading
7 vídeos (total de (Total 30 mín.) min), 2 leituras, 1 teste
Video7 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
Reading2 leituras
Grading Criteria5min
Getting started with Jupyter Notebook10min
Quiz1 exercício prático
Quiz 130min
Semana
2
Horas para completar
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....
Reading
4 vídeos (total de (Total 19 mín.) min), 1 teste
Video4 videos
2.1 Outcomes and Random Variables2min
2.2 Frequency and Distributions5min
2.3 Models of Distribution7min
Quiz1 exercício prático
Quiz 230min
Semana
3
Horas para completar
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....
Reading
5 vídeos (total de (Total 32 mín.) min), 1 teste
Video5 videos
3.1 Population and Sample8min
3.2 Variation of Sample5min
3.3 Confidence Interval4min
3.4 Hypothesis Testing11min
Quiz1 exercício prático
Quiz 330min
Semana
4
Horas para completar
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!...
Reading
6 vídeos (total de (Total 46 mín.) min), 1 leitura, 2 testes
Video6 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
Reading1 leituras
Please rate this course!2min
Quiz2 exercícios práticos
Quiz 430min
Post-course survey5min

Instrutores

Avatar

Xuhu Wan

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

Sobre 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....

Perguntas Frequentes – FAQ

  • 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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