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所在平台: Coursera |
课程主页: https://www.coursera.org/learn/trading-algorithm
课程评论：没有评论
课程名称：交易算法 概述：本课程涵盖了针对新兴市场的七种交易策略中的两种。这七种策略包括基于动量、动量崩溃、价格反转、收益持久性、收益质量、基础业务增长、行为偏差和公司商业报告的文本分析。在课程的第一部分，您将学习如何阅读学术论文，重点关注哪些部分，哪些部分可以浏览。每种策略都会首先介绍其原始研究，然后再讨论如何实施该策略。 第一种策略是 Piotroski F-Score，将详细讨论如何计算 F-Score 以及如何在交易策略中使用该得分。接下来将介绍第二种策略：收益公告后漂移（PEAD）。 课程大纲： - 模块一：交易策略与基准简介 描述：完成该模块后，您将理解市场效率的含义，并能够列出不同类型的市场效率。 - 模块二：如何阅读学术论文 描述：完成该模块后，您将能够阅读并理解学术论文，知道论文中的重要部分，并能够基于这些内容构建交易策略。 - 模块三：交易策略一 - F Score 描述：完成该模块后，您将理解 Piotroski F Score 策略及其背后的经济直觉，您还将能够实施该交易策略。 - 模块四：交易策略二 - PEAD 描述：在本模块中，您将学习基于收益公告后漂移的策略，并能够实施该策略。
Name:Module 1 - Introduction to Trading Strategies and Benchmarks
Description:After completing this module you will be able to understand what market efficiency means. You will be able to list different types of market efficiencies.
Name:How to read an academic paper
Description:After completing this module you will be able to read and understand an academic paper. You will know what are the important parts of a paper and how to build a trading strategy based on them.
Name:Module 3 - Trading Strategy 1 - F Score
Description:After completing this module you will understand the Piotroski F Score Strategy and the economic intuition behind it. You also be able to implement the trading strategy.
Name:Module 4 - Trading Strategy 2 - PEAD
Description:In this module you will learn a strategy based on Post earnings announcement drift and will be able to implement it.
This course covers two of the seven trading strategies that work in emerging markets. The seven include strategies based on momentum, momentum crashes, price reversal, persistence of earnings, quality of earnings, underlying business growth, behavioral biases and textual analysis of business reports about the company. In the first part of the course, you will learn how to read an academic paper. What parts to pay attention to and what parts to skim through will be discussed here. For every strategy, first you will be introduced to the original research and then how to implement the strategy. The first strategy, Piotroski F -score will be discussed in detail. You will be taught how to calculate the F - Score and how to use this score in a strategy. This is followed by the next strategy, Post earnings announcement drift (PEAD).
