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所在平台: Udemy |
课程主页: https://www.udemy.com/course/performance-optimization-and-risk-management-for-trading/
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课程名称：交易的绩效优化与风险管理 课程概述： 本课程经过最新更新（2024年10月）及完整代码审查，旨在回答“如何通过交易生成可持续收入并谋生？”这一日间交易和算法交易中常见的问题。课程提供必要的技能、知识和技巧，帮助学员用严谨的定量方法和数据驱动的方式来解决这一问题（需具备Python编程基础）。 在课程中，您将学习最强大的交易功能和技术，包括： - 路径依赖模拟技术，以找出可持续的交易收入水平，并考虑税收、通货膨胀和短缺风险 - 策略的回测与前向测试 - 策略优化技术（单参数/多参数优化、多期优化、平滑处理等） - 发现保证金交易的最佳杠杆程度（如凯利标准与其他高级技术） - 通过止损和止盈订单来提高交易绩效并管理风险 重要性： 这些技术和技能对任何交易者和交易活动都是极其相关和必备的，适用于包括外汇（货币）、加密货币、股票、指数、商品等多类资产，并适用于基于技术/基本分析、人工智能（机器学习与深度学习）、统计套利等策略。此外，课程还涵盖了与多个经纪商（如Interactive Brokers, Binance, TD Ameritrade, Oanda, FXCM等）相关的交易。 课程内容将讲解绩效和风险测量的严格方法，包括： - 均值方差分析 - 风险调整回报指标（例如沙普比率） - 下行偏差与索提诺比率 - 尾部风险指标 - 最大回撤、最大回撤持续时间及卡尔马比率 - 深度分析杠杆交易及凯利标准 - 复合年增长率（CAGR）投资倍数等 学员将有机会在多个编程练习/挑战中实践所学知识（使用真实数据和实际问题）。这不仅是一个关于交易绩效和风险管理的课程，更是一门深入的Python编码课程，涵盖其数据科学库如Numpy、Pandas、Matplotlib的使用与掌握，适用于（金融）数据分析、优化与交易。 请注意：本课程不适合完全的Python初学者（可以查看我的其他课程！）。 您还在等待什么？立即加入，开始提升您的交易绩效！本课程提供30天无风险退款保证，期待在课程中见到您！
**Latest course update and full code review in October 2024**(How) Can I generate sustainable Income and make a living with Trading? - That is one of the most frequently asked questions in Day Trading / Algorithmic Trading.This unique course provides the skills, knowledge, and techniques required to (realistically!) answer that question. The course uses rigorous quantitative methods and is 100% data-driven (Python coding required!). You will learn how to make use of the most powerful trading features and techniques: Path-dependent Simulation techniques to find a sustainable level of Trading Income Taking into account Taxation, Inflation and Shortfall RiskStrategy Backtesting and Forward TestingStrategy Optimization techniques (One/Many Parameter Optimization, Multi-Period Optimization, Smoothing, and more...)Finding the optimal Degree of Leverage in Margin Trading (Kelly Criterion and more advanced techniques)Improving Trading Performance and mange Risk with Stop Loss and Take Profits Orders and more...Important: these techniques and skills are highly relevant and must-knows for any Trader and any Trading activity:for Assets like Forex (Currencies), Cryptocurrencies, Stocks, Indexes, Commodities, and more.for Strategies based on Technical/Fundamental Analysis, Artificial Intelligence (Machine Learning & Deep Learning), Statistical Arbitrage, and more...for Trading with Brokers like Interactive Brokers (IBKR), Binance, TD Ameritrade, Oanda, FXCM, and more.Performance Optimization and Risk Management require.rigorous Performance and Risk Measurement. The course covers the following Metrics and Methods:Mean-Variance AnalysisRisk-adjusted Return Metrics (e.g. Sharpe Ratio)Downside Deviation and Sortino RatioTail Risk MetricsMaximum Drawdown, Maximum Drawdown Duration, and Calmar RatioDeep Analysis of Levered Trading and the Kelly CriterionCompound Annual Growth Rate (CAGR) Investment Multipleand many more...You´ll have the opportunity to practice what you have learned in various Coding Exercises/Challenges (real data and meaningful questions!). This is not only a course on Performance and Risk Management for Trading. It´s an in-depth coding course on Python and its Data Science Libraries Numpy, Pandas, Matplotlib. You will learn how to use and master these Libraries for (Financial) Data Analysis, Optimization, and Trading. Please note: This is not a course for complete Python Beginners (check out my other courses!)What are you waiting for? Join now and start improving your Trading Performance! As always, there is no risk for you as I offer a 30-Days-Money-Back Guarantee!Thanks and looking forward to seeing you in the Course!
