Course Syllabus

Course Information：

Year-Semester	Course Number	Course Name	Phase	Credits	Hours	Required/Elective	Instructor	Class	Student NO.	Withdraw	Note
Spring Semester Year 2025	343231	Money Management	1	3.0	3	★	Wu, Mu-en	GIFM	18	0

Course Plan：

Instructor	Wu, Mu-en　Office Hours
Email	mnasia1@gmail.com
Last Updated	2024-12-23 09:44:30
Course Objective	本課程銜接上學期的演算法交易，下學期著重在資金管理。我們以R語言進行各種理論的模擬與實務資料的回策。學期中並邀請相關專家作為業師。介紹資金管理實務於實際操作上。 This course is divided into two semesters. It introduces how to use financial operations to define and describe clearly the algorithm, and then uses R language to execute. Contents include: Introduction to program trading, trading strategy development, back-testing, and fund management.
Course Schedule	1. 輪盤賭局：馬丁格爾與反馬丁 2. 勝率與期望值 3. 凱利法則 4. 最佳化比例 5. 槓桿空間模型 6. 固定分數 7. 固定比例 8. 獲利量化 9. 風險機率計算 10. 智能交易介紹 11. 選擇權交易 12. 業師 13. 業師 14. 業師 15. 論文研討 16. 論文研討 17. 專題發表 18. 專題發表
Evaluation and grading policy	Class Discussion & Homework: 50% Paper Discussion: 25% Poster Presentation: 25%
Materials	All right reserved. Do not reproduce without permission. Foreign-language textbooks:No 自編教材講義 或參考 "數學公式裡的好野人：資金管理" https://www.books.com.tw/products/0010985265?srsltid=AfmBOorplV15LwNfg000mn1Rw_Vq3N6rMmZc3OEN7Sqz24X2s9KI4AjA
The access to curricular consultation	臉書社團
Expanding teaching and resources
The course corresponds to the SDGs	SDG1：消除貧窮（No Poverty） SDG2：消除飢餓（Zero Hunger） SDG4：優質教育（Quality Education）
Does the course incorporate AI
Note	建議先行修過 演算法交易為佳