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所在平台: Udemy |
课程主页: https://www.udemy.com/course/basic-algorithmic-trading/
课程评论：没有评论
课程名称：使用Python进行算法交易 概述：在这门算法交易课程中，您将学习如何构建动量模型、均值回归模型和因子模型。与其他仅教授基本技术指标（如MACD或布林带）的算法交易课程不同，本课程将教授成功的现实世界交易模型。您需要具备Python编程基础。如果您是机构交易员或具有量化思维的独立投资者，这门课程非常适合您。点击注册按钮开始学习。 课程结构分为六个主题： 1. **简介**：理解市场有效性概念及市场行为不总是符合该概念的原因，主要与行为偏差有关。同时学习判断市场是否有效的简单测试。 2. **第一动量模型 - 亚历克斯过滤器**：一种趋势跟随系统，由麻省理工学院教授提出，并被专业交易员进一步优化。学习如何在Python中运行优化，寻找模型的最佳参数。 3. **第二动量模型 - 突破模型**：灵感来源于商品市场中的盈利交易规则，实施该规则的交易员被称为“海龟交易员”。在此模型中，您将学习如何进行逻辑回归来预测趋势方向。 4. **均值回归模型 - 配对交易**：一种利用两种基本相关资产的均值回归策略。 5. **因子模型**：学习如何选择解释变量，以建立成功的交易策略，该模型常用于高频交易策略中。 6. **总结**：讲解如何根据凯利公式选择最佳交易规模，并回顾回测方法。 此课程将为您提供构建高效和成功交易模型的实际技能和知识。
In the algorithmic trading course you will learn how to build momentum, mean reversion and factor models. This course is different from other algorithmic trading courses where you only learn to code some basic technical indicators such as MACD or Bollinger Bands. Here you will learn succesful real world trading models. You need to know Python. If you are a trader at an institution or an independent investor and you are quantitative oriented, this course is for you. Click on the enroll button and start learning. If you want to understand the curriculum, the course is divided in 6 different topics:1. Introduction: You will understand the concept of market efficiency and also why markets don't always behave that way. One of the main causes is related to behavioral biases. You will learn some of them. You will also learn a simple test to see if a market is efficient or not.2. First Momentum Model - Alexander's filter: This is a trend following system that was proposed by a professor at MIT and was later refined by professional traders. We will explore different variants of the models. Here you will learn how to run optimizations on python to find the best parameters for the model. 3. Second Momentum Model - Break out model: This is a trend following system inspired in a trading rule that was very profitable in commodities markets. The rule was implemented by a group of traders known as the turtle traders. In this model you will learn how to run a logistic regression to predict the direction of a trend.4. Mean Reversion Model - Pairs Trading: This is a mean reverting strategy using a pair of assets that are fundamentally related. 5. Factor Model: In this model you will learn how to select explanatory variables that can be used to build a successful trading strategy. This kind of models are used in high frequency trading strategies. 6. Final remarks: We will explain how to select optimal trading size based on the Kelly Criteria. We will also revisit backtesting methods.
