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所在平台: Coursera |
课程主页: https://www.coursera.org/learn/design-trading-strategy-culminating-project
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课程名称：设计自己的交易策略 - 总结项目 概述：在总结项目中，您将开发新的交易策略，利用课程中学到的工具对其进行评估，将其与现有投资组合整合，并制定启动对冲基金的计划。 课程大纲： - **第一周 - 学员介绍** 描述：在这一模块中，您将向其他学习者介绍自己。您可以互相交流想法并相互学习。 - **第二周 - 策略** 描述：在这一模块中，您将深入了解基于“配对交易”策略的论文，彻底理解该策略的细节。您还将确定要基于其策略的行业及相关行业。 - **第三周 - 数据收集** 描述：在这一模块中，您将收集设计策略所需的数据。您将从所选行业中选择一个配对，以及从相关行业中选择另一个配对来实施该策略。 - **第四周 - 策略规则** 描述：在这一模块中，您将制定执行策略所需的交易规则。 - **第五周 - 策略评估** 描述：在这一模块中，您将评估自己设计的策略。为此，您将利用课程中讨论的各种绩效指标。 - **第六周 - 评分标准** 描述：在最后一个模块中，您将使用评分标准评估其他学习者提交的项目。 通过这一课程，您将能够独立设计和评估交易策略，并为未来的对冲基金奠定基础。
Name:Week 1 - Learner's Introduction
Description:In this module, you will introduce yourself to the other learners. You can exchange ideas and learn from one another.
Name:Week 2 - Strategy
Description:In this module you will go through the paper based on 'Pairs Trading' strategy and understand the details of the strategy completely. You will also identify the sector and related sector on which you want to base your strategy.
Name:Week 3 - Data Collection
Description:In this module you will gather the data required to design the strategy. You will pick a pair in the chosen sector and one more pair in the related sector to implement the strategy.
Name:Week 4 - Strategy Rules
Description:In this module you will formulate the rules required to trade the strategy and execute the strategy.
Name:Week 5 - Strategy Evaluation
Description:In this module, you will evaluate the strategy that you had designed. For this purpose you will make use of various performance measures discussed in the course.
Name:Week 6 - Grading Rubric
Description:In this final module, you will use the grading rubric to evaluate the projects submitted by the other learners.
In the culminating project, you will develop new trading strategies, evaluate them using the tools learned in the course, integrate them with the existing portfolio and also develop a plan to start a hedge fund.
