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所在平台: Coursera |
课程主页: https://www.coursera.org/learn/trading-basics
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课程名称：交易基础 课程概述：本课程旨在为您提供理解公司财务报表所需的知识，了解股市中的各种交易，从而能够复制现有学术文献中发现的交易策略。课程的第一部分简要介绍财务报表及公司常见的各类文件。您将学习如何从中获取公司业绩的信息，并利用这些信息构建交易策略。接下来，您将学习基本的资产定价理论，以便能够计算股票或投资组合的预期收益。最后，您将了解到资产市场的实际运作、市场参与者的类型、不同类型的订单以及执行这些订单的有效方式和时机、交易成本及最小化成本的方法、流动性等。这些知识对于开发执行各种交易策略的高效算法是必不可少的。 课程大纲： 1. 财务报表基础 - 描述：该模块简要介绍财务报表及各种常见文件。这些是获取公司业绩信息的重要来源。大多数策略实际上是基于财务报表构建的。完成本模块后，您将能够从资产负债表中提取重要细节。 2. 财务报表分析 - 描述：本模块旨在使您具备识别构建交易策略所需的会计信息的技能。完成本模块后，您将能够计算关键财务比率。 3. 资产定价理论 - 描述：在开始交易之前，您需要首先能够计算股票的预期收益。预期收益来自各种资产定价模型，如资本资产定价模型（CAPM）、套利定价理论（APT）和法马-法兰奇三因子模型。该模块旨在使您能够计算股票或投资组合的预期收益。完成后，您将能够计算股票的预期收益。 4. 市场微观结构基础 - 描述：该模块将详细介绍资产市场的实际运作。内容包括市场参与者类型、不同类型订单的执行方式及时机、交易成本及其最小化方法、流动性概念等。这些知识是开发高效算法以执行各种交易策略所必需的。完成本模块后，您将清楚了解不同类型的订单以及何时使用这些订单。
Name:Basics of Financial Statements
Description:This module provides a brief introduction to financial statements and various common filings. These are the most important sources for obtaining information regarding a company's performance. Most strategies are indeed based on financial statements. After completing this module you will be able to get the important details from the balance sheets.
Name:Financial Statement Analysis
Description:The purpose of this module is to equip you with the skills required to identify accounting information required for building trading strategies. After completing this module you will be able to calculate the key financial ratios.
Name:Asset pricing theories
Description:Before you start trading, you should first be able to calculate the expected return from a stock. The expected return comes from various asset pricing models such as Capital Asset Pricing Model (CAPM), Arbitrage Pricing Theory (APT) and Fama-French Three Factor Model. The purpose of this module is to equip you with the skills required to calculate the expected returns of a stock (or) a portfolio. After completing this module you will be able to calculate the expected returns of a stock.
Name:Basics of Market Microstructure
Description:This module will provide a detailed introduction to the actual functioning of asset markets. The module will cover essential details such as type of players in the market, different type of orders and the efficient ways and opportune time to execute them, trading costs and ways of minimizing them, the concept of liquidity .etc. This is required to develop efficient algorithm to execute various trading strategies. After completing this module you will have a clear idea of different types of orders and which orders to use when.
The purpose of this course is to equip you with the knowledge required to comprehend the financial statements of a company and understand the various transactions that take place in the stock market so that you can replicate the strategies discovered by the extant academic literature. The first part of the course provides a brief introduction to financial statements and various common filings of firms. You will learn how to obtain information regarding a company's performance from them and use the information to build trading strategies. Next, you are taught basic asset pricing theories so that you will be able to calculate the expected returns of a stock or a portfolio. Finally, you will be introduced to the actual functioning of asset markets, type of players in the market, different types of orders and the efficient ways and opportune time to execute them, trading costs and ways of minimizing them, the concept of liquidity .etc. This knowledge is required to develop efficient algorithm to execute various trading strategies.
