学科建设/ subject

《量化投资》

来源:课程          时间:2017-08-05

(一)中文简介

量化投资为现代投资所涵盖的技术和工具提供了一个量化分析框架。首先,本课程将将介绍如何将基本面分析、技术面分析和宏观消息分析转化成量化程序,并应用于选股和交易;其次,本课程将详细介绍现代统计分析软件,R语言和SAS语言,实现量化交易程序的语言编写;最后,本课程还将介绍一系列量化投资在A股市场的经典应用实例。

(二)英文简介

This course intends to produce a quantitative framework that covers tools and techniques needed to today′s investment process. The course contents are divided into three types of the investment analysis: (1) the fundamental analysis; (2) the technical analysis; (3) the macro event analysis. We will develop the most popular analysis and strategy in R and SAS language. We will also examine a great variety of investment oriented examples of A Shares Market. Each topic will be started with theory introduction and followed with programming course.