Computational Investing, part 1

[arech]

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

Записаться можно тут