arech | Computational Investing, part 1

Для тех, кому интересны финансы, биржи и всё такое: Coursera скоро стартует новый курс Технологического Института Джорджии "Вычислительное инвестирование, часть 1".

Цели курса и затрагиваемые темы:

Course Goals

Upon successful completion of the course, students will be able to select, design, analyze, implement, and evaluate effective controllers for a number of different robotics platforms and applications.

Understand electronic markets.
Understand market data.
Write software to visualize market data.
Write software to discover market data.
Create a market simulator.

Course Outline

Week 1
- Module 1: Course Introduction and Overview
  - 011: Learning Objectives for the Course
- Module 2: So You Want to be a Portfolio Manager?
  - 021: Intro and Objectives, Viewpoint of the course, Incentives for fund managers
  - 022: Metrics for Assessing a Hedge Fund
  - 023: Metrics for Assessing a Hedge Fund (Part 2)
  - 023: Demo Using Excel
  - 024: Description of Project 1
Week 2
- Module 1: Mechanics of the Market
  - 031: Intro and Objectives; Major Order Types; The Order Book
  - 032: More about the Order Book
  - 033: How Hedge Funds Exploit Market Mechanics
  - 034: The Computing Inside a Hedge Fund
- Module 2: What is a Company Worth?
  - 041: Intro and Objectives; Intrinsic Value (Future Dividends)
  - 042: How and Why News Affect Prices
  - 043: Fundamental Analysis of Company Value
Week 3
- Module 1: Setting Up the Software
  - 061: QSTK Software Overview
  - 062: Installing Prereqs on Unix (MacOS and Ubuntu)
  - 063: Installing QSTK (all OS)
  - 064: Installing Data and Testing QSTK
  - 065: Testing QSTK continued
- Module 2: The Capital Assets Pricing Model
Week 4
- Module 1: The Efficient Frontier and Efficient Markets
- Module 2: How and Why Information Affects Prices
Week 5
- Module 1: Data and Its Pitfalls
- Module 2: Is Technical Analysis Voodoo Science?
Week 6
- Module 1: How to Build Technical Indicators in Python
- Module 2: Building a Market Simulator in Python
Week 7
- Module 1: Warren Buffet, Steve Cohen and "The Fundamental Law"
- Module 2: Some Computational Investing Strategies
Week 8
- Module 1: Things We Left Out: Ideas to Carry Forward
- Module 2: Arbitrage