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XuetangX

量化投资

Central University of Finance and Economics via XuetangX

Overview

Learn quantitative investment strategies through a comprehensive course covering fundamental stock pricing, pair trading, event-driven research methods, momentum strategies, and machine learning applications. Master the integration of alternative data in investment decisions, explore CTA (Commodity Trading Advisor) strategies, and understand options trading techniques. Develop practical skills in company fundamental analysis, examine various trading methodologies, and apply machine learning algorithms to financial markets. Progress through eight detailed modules that combine theoretical frameworks with practical applications, culminating in a final examination to validate understanding of quantitative investment principles and strategies.

Syllabus

  • 第一章 基于公司基本面的股票定价与策略
    • 1.1 基于公司基本面的股票定价与策略-1
    • 1.2 基于公司基本面的股票定价与策略-2
    • 1.3 基于公司基本面的股票定价与策略-3
    • 1.4 基于公司基本面的股票定价与策略-4
  • 第二章 配对交易
    • 2.1 配对交易-1
    • 2.2 配对交易-2
    • 2.3 配对交易-3
  • 第三章 事件驱动研究法
    • 3.1 事件驱动研究法-1
    • 3.2 事件驱动研究法-2
    • 3.3 事件驱动研究法-3
  • 第四章 动量策略
    • 4.1 动量策略-1
  • 第五章 机器学习与量化投资
    • 5.1 机器学习与量化投资-1
    • 5.2 机器学习与量化投资-2
    • 5.3 机器学习与量化投资-3
    • 5.4 机器学习与量化投资-4
    • 5.5 机器学习与量化投资-5
    • 5.6 机器学习与量化投资-6
  • 第六章 另类数据与量化投资
    • 6.1 另类数据与量化投资-1
    • 6.2 另类数据与量化投资-2
    • 6.3 另类数据与量化投资-3
  • 第七章 量化CTA策略
    • 7.1 量化CTA策略-1
    • 7.2 量化CTA策略-2
    • 7.3 量化CTA策略-3
    • 7.4 量化CTA策略-4
    • 7.5 量化CTA策略-5
  • 第八章 期权策略
    • 8.1 期权策略-1
    • 8.2 期权策略-2
    • 8.3 期权策略-3
  • 期末考试

    Taught by

    Xueyong Zhang and Yeqing Zhang

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