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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:
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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
- Module 1: Course Introduction and Overview
- 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
- Module 1: Mechanics of the Market
- 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
- Module 1: Setting Up the Software
- 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
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