このコースについて
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100%オンライン

自分のスケジュールですぐに学習を始めてください。

柔軟性のある期限

スケジュールに従って期限をリセットします。

初級レベル

You will get the most out of the course if you have basic knowledge in probability.

約10時間で修了

推奨:4 weeks of study, 3-4 hours/week...

英語

字幕:英語

100%オンライン

自分のスケジュールですぐに学習を始めてください。

柔軟性のある期限

スケジュールに従って期限をリセットします。

初級レベル

You will get the most out of the course if you have basic knowledge in probability.

約10時間で修了

推奨:4 weeks of study, 3-4 hours/week...

英語

字幕:英語

シラバス - 本コースの学習内容

1
3時間で修了

Visualizing and Munging Stock Data

Why do investment banks and consumer banks use Python to build quantitative models to predict returns and evaluate risks? What makes Python one of the most popular tools for financial analysis? You are going to learn basic python to import, manipulate and visualize stock data in this module. As Python is highly readable and simple enough, you can build one of the most popular trading models - Trend following strategy by the end of this module!

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7件のビデオ (合計30分), 2 readings, 1 quiz
7件のビデオ
1.0 Module Introduction3 分
1.1 Packages for Data Analysis1 分
1.2 Importing data2 分
1.3 Basics of Dataframe5 分
1.4 Generate new variables in Dataframe8 分
1.5 Trading Strategy5 分
2件の学習用教材
Grading Criteria5 分
Getting started with Jupyter Notebook10 分
1の練習問題
Quiz 130 分
2
2時間で修了

Random variables and distribution

In the previous module, we built a simple trading strategy base on Moving Average 10 and 50, which are "random variables" in statistics. In this module, we are going to explore basic concepts of random variables. By understanding the frequency and distribution of random variables, we extend further to the discussion of probability. In the later part of the module, we apply the probability concept in measuring the risk of investing a stock by looking at the distribution of log daily return using python. Learners are expected to have basic knowledge of probability before taking this module.

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4件のビデオ (合計19分), 1 quiz
4件のビデオ
2.1 Outcomes and Random Variables2 分
2.2 Frequency and Distributions5 分
2.3 Models of Distribution7 分
1の練習問題
Quiz 230 分
3
3時間で修了

Sampling and Inference

In financial analysis, we always infer the real mean return of stocks, or equity funds, based on the historical data of a couple years. This situation is in line with a core part of statistics - Statistical Inference - which we also base on sample data to infer the population of a target variable.In this module, you are going to understand the basic concept of statistical inference such as population, samples and random sampling. In the second part of the module, we shall estimate the range of mean return of a stock using a concept called confidence interval, after we understand the distribution of sample mean.We will also testify the claim of investment return using another statistical concept - hypothesis testing.

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5件のビデオ (合計32分), 1 quiz
5件のビデオ
3.1 Population and Sample8 分
3.2 Variation of Sample5 分
3.3 Confidence Interval4 分
3.4 Hypothesis Testing11 分
1の練習問題
Quiz 330 分
4
4時間で修了

Linear Regression Models for Financial Analysis

In this module, we will explore the most often used prediction method - linear regression. From learning the association of random variables to simple and multiple linear regression model, we finally come to the most interesting part of this course: we will build a model using multiple indices from the global markets and predict the price change of an ETF of S&P500. In addition to building a stock trading model, it is also great fun to test the performance of your own models, which I will also show you how to evaluate them!

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6件のビデオ (合計46分), 1 reading, 2 quizzes
6件のビデオ
4.1 Association of random variables5 分
4.2 Simple linear regression model13 分
4.3 Diagnostic of linear regression model4 分
4.4 Multiple linear regression model14 分
4.5 Evaluate the strategy5 分
1件の学習用教材
Please rate this course!2 分
2の練習問題
Quiz 430 分
Post-course survey5 分
4.6
38件のレビューChevron Right

Python and Statistics for Financial Analysis からの人気レビュー

by DAJan 21st 2019

Perfect for the beginning to intermediate python programmer who wants to utilize finance data to make decisions (i.e. trading).

by SDMay 1st 2019

I learned a lot about how to implement financial statistics in Python and some added knowledge on statistics. Great Course.

講師

Avatar

Xuhu Wan

Associate Professor
Department of Information Systems, Business Statistics and Operations Management

香港科技大学(The Hong Kong University of Science and Technology)について

HKUST - A dynamic, international research university, in relentless pursuit of excellence, leading the advance of science and technology, and educating the new generation of front-runners for Asia and the world....

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