About this Course
최근 조회 62,074

100% 온라인

지금 바로 시작해 나만의 일정에 따라 학습을 진행하세요.

유동적 마감일

일정에 따라 마감일을 재설정합니다.

초급 단계

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

완료하는 데 약 10시간 필요

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

영어

자막: 영어

100% 온라인

지금 바로 시작해 나만의 일정에 따라 학습을 진행하세요.

유동적 마감일

일정에 따라 마감일을 재설정합니다.

초급 단계

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

완료하는 데 약 10시간 필요

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

영어

자막: 영어

강의 계획 - 이 강좌에서 배울 내용

1
완료하는 데 3시간 필요

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 videos (Total 30 min), 2 readings, 1 quiz
7개의 동영상
1.0 Module Introduction3m
1.1 Packages for Data Analysis1m
1.2 Importing data2m
1.3 Basics of Dataframe5m
1.4 Generate new variables in Dataframe8m
1.5 Trading Strategy5m
2개의 읽기 자료
Grading Criteria5m
Getting started with Jupyter Notebook10m
1개 연습문제
Quiz 130m
2
완료하는 데 2시간 필요

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 videos (Total 19 min), 1 quiz
4개의 동영상
2.1 Outcomes and Random Variables2m
2.2 Frequency and Distributions5m
2.3 Models of Distribution7m
1개 연습문제
Quiz 230m
3
완료하는 데 3시간 필요

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.

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5 videos (Total 32 min), 1 quiz
5개의 동영상
3.1 Population and Sample8m
3.2 Variation of Sample5m
3.3 Confidence Interval4m
3.4 Hypothesis Testing11m
1개 연습문제
Quiz 330m
4
완료하는 데 4시간 필요

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 videos (Total 46 min), 1 reading, 2 quizzes
6개의 동영상
4.1 Association of random variables5m
4.2 Simple linear regression model13m
4.3 Diagnostic of linear regression model4m
4.4 Multiple linear regression model14m
4.5 Evaluate the strategy5m
1개의 읽기 자료
Please rate this course!2m
2개 연습문제
Quiz 430m
Post-course survey5m
4.6
40개의 리뷰Chevron Right

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이 강좌를 수료한 후 새로운 경력 시작하기

33%

이 강좌를 통해 확실한 경력상 이점 얻기

Python and Statistics for Financial Analysis의 최상위 리뷰

대학: DAJan 21st 2019

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

대학: TGJun 9th 2019

An interactive and succinct course to get an insight into the statistical analysis used in the finance domain on daily basis.

강사

Avatar

Xuhu Wan

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

홍콩과학기술대학 정보

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....

자주 묻는 질문

  • 강좌에 등록하면 바로 모든 비디오, 테스트 및 프로그래밍 과제(해당하는 경우)에 접근할 수 있습니다. 상호 첨삭 과제는 이 세션이 시작된 경우에만 제출하고 검토할 수 있습니다. 강좌를 구매하지 않고 살펴보기만 하면 특정 과제에 접근하지 못할 수 있습니다.

  • 수료증을 구매하면 성적 평가 과제를 포함한 모든 강좌 자료에 접근할 수 있습니다. 강좌를 완료하면 전자 수료증이 성취도 페이지에 추가되며, 해당 페이지에서 수료증을 인쇄하거나 LinkedIn 프로필에 수료증을 추가할 수 있습니다. 강좌 콘텐츠만 읽고 살펴보려면 해당 강좌를 무료로 청강할 수 있습니다.

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