Course Description

Course CodeCourse NameCreditsHours
AB05606 Quantitative Trading and Robo-Advisors 3.0 3
Description This course introduces quantitative trading and machine learning, focusing on two aspects: 1. Constructing trading strategies, including data analysis, processing, and signal development. 2. Risk management, approached from an information theory perspective, introducing measures of risk and profit under position sizing control. The course utilizes the R language as a tool for writing trading strategies and conducting backtesting. Additionally, machine learning techniques are introduced to assist in decision-making for entry, stop-loss, take-profit, and adding positions.