Financial Engineering
华尔街金融专家带你踏上量化金融职业之路
华尔街金融专家带你踏上量化金融职业之路
本课程由来自华尔街的金融专家亲自授课,针对美国金融公司量化岗位的能力要求,全方位提升学生的求职综合能力,从金融业界实践应用的角度帮助同学拿到量化岗位的offer。
由华尔街金融精英、全球知名对冲基金公司基金经理等近20位行业一线专家授课,师生比高达1:5。近4个月的课程,从量化岗位必备的算法编程、机器学习、概率统计、项目经验等全方位提升您的综合实力。
课程案例包括阿尔法策略研究、股票波动性研究、投资组合优化等金融实战级别的前沿项目,均由华尔街名师手把手带领完成。帮助您高效提高金融建模能力,积累行业知识与经验,通过美国一线金融公司的量化岗位面试。
本项目带领您成为股票收益波动与风险研究的专家。通过套利定价理论(APT),带您估计股票收益的总波动率,分析市场、规模、质量、价值等常见风险因素,并判断股票的特定风险(剩余波动率)等。
以金融业界基金经理常用的阿尔法策略为例,本项目将带领同学们使用两个常见的阿尔法信号来制定投资组合中的十分位回测策略,并学习如何通过混合这两个阿尔法信号来改进投资组合中的投资回报率。
本项目通过带领您进行投资组合的构建与优化,实现量化金融岗位的综合实战。您将使用一组行业和国家指数,对投资组合进行波动性和风险因素估计、基于价值和动量构建阿尔法策略、估计投资组合的无约束最优权重等。
您将学习Python语法、基本的线性数据结构和搜索算法、以及工业界主流的传统机器学习模型,夯实金融编程基础。
Frequency: 约1个月,每周5节课,每节课2-3小时
Introduction of Fintech
Fundamentals of Probability
[Coding] Python Basics 1 variable and syntax
[Coding] Python Basics 2 function and class
Linear Regression & Logistic Regression I
[Coding] Python Basics 3 base data structure
[Coding] Python Binary Search
Logistic Regression II & Regularization
[Coding] Python Array Basic Sorting
Model Evaluation
[Coding] Python LinkedList and Recursion I
[Coding] Python LinkedList & Recrusion I cont
Nonlinear Models I
[Coding] Python Practice
Nonlinear Models II & Feature Selection
[Coding] Python Advanced Sorting and Practice
[Coding] Python Review
PCA & Unsupervised Learning
您将进一步学习Python、数据结构和算法知识,锻炼Coding能力,并学习量化岗位必备的数理统计、概率等相关的重要知识点。
Frequency: 约1.5个月,每周5节课,每节课2-3小时
Data Manipulation in Python 1
[Coding] Python Queue and Stack
[Coding] Python Advanced Sorting and Practice
Data Manipulation in Python 2
[Coding] Python Review
[Coding] Python Review
[Coding] Exam 1
Machine Learning Project 1 - Customer Churn Prediction
[Coding] Python Binary Tree
[Coding] Recursion II - recursion on tree
Machine Learning Project 2 - NLP and Topic Modeling
[Coding] Python Practice
Introduction to statistics
[Coding] Python Binary Search Tree
[Coding] Python review
Resume and Interview Preparation I
Resume and Interview Preparation II
A/B testing 1
[Coding] Python Heap
A/B testing 2
A/B testing 3
[Coding] Python Review
A/B testing 4
Inference in regression
[Coding] String I
SQL I
[Coding] Recursion III DFS
[Coding] Recursion III DFS cont
SQL II
[Coding] Probability, Sampling, Randomization
SQL III
[Coding] Exam 2
Stats review
本阶段,您将学习经典Online Assessment破题思路,并获得深入准备和提升简历。
Frequency: 约1周, 每周4节课,每节课2-3小时
Resume and interview preparation
Career guide
Online Assessment - deep dive 1
Online Assessment - deep dive 2
本阶段,您将完成3+工业级别量化金融项目,加强金融建模能力,提高策略分析和项目实战能力,提升项目经验和背景。
Frequency: 约1个月,每周4节课,每节课2-3小时
Financial-related Mathematics 1
Financial-related Mathematics 2
Financial-related Mathematics 3
Trading System/Market Microstructure/Financial Intermediaries1
Trading System/Market Microstructure/Financial Intermediaries2
Capital Management 1
Capital Management 2
Mean-Variance Optimization 1
Mean-Variance Optimization 2
Financial Derivatives 1
Financial Derivatives 2
Arbitrage 1
Arbitrage 2
Momentum Strategy: 10-decile Backtesting Long-short Strategy1
Momentum Strategy: 10-decile Backtesting Long-short Strategy2
MVO (risk matrix estimate)
Currency Pairs Trading
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