Course Syllabus

Course Information：

Year-Semester Course Number Course Name Phase Credits Hours Required/Elective Instructor Class Student NO. Withdraw Note

Fall Semester
Year 2025 352290 Money management in practice 1 2.0 2 ★ Wu, Mu-en GIFM 13 2 建議先修過演算法交易

Year-Semester	Course Number	Course Name	Phase	Credits	Hours	Required/Elective	Instructor	Class	Student NO.	Withdraw	Note
Fall Semester Year 2025	352290	Money management in practice	1	2.0	2	★	Wu, Mu-en	GIFM	13	2	建議先修過演算法交易

Course Plan：

Instructor Wu, Mu-en　Office Hours

Email mnasia1@gmail.com

Last Updated 2025-08-14 01:37:04

Course Objective 本課程銜接上學期資金管理內容，將資金管理理論運用於實務金融市場、Blackjack 21點。包括最佳化比例、賽馬賭局、損益量化、最大回檔風險、槓桿空間模型、固定分數與固定比例的運用。建議具有基礎程式撰寫能力、先修習過演算法交易、資金管理..等課程。 This course connects the money management content of the previous semester, and applies the theory to the practical financial market and Blackjack 21 points. The course includes optimal bidding fraction, horse racing, profit quantification maximum draw-down risk, leverage space models, and the use of fixed fractions and fixed ratios. It is recommended to have the ability to write basic programs, and have taken courses such as algorithmic trading and money management in advance.

Course Schedule 1: 課程介紹 2,3,4: 凱利賭徒有限次賭局的賠錢機率 5,6,7: 最大回檔的風險與度量風險限制下的下注比例 8,9,10: 相對熵損益量化與凱利獲利標竿 11,12,13: 動態凱利賭局損益量化與賽馬賭局與損益量化 14,15: 槓桿空間模型與最佳下注比例的逼近 16,17,18 期末專題報告

Evaluation and grading policy 課堂討論 30% 回家作業 40% 期末報告 30%

Materials All right reserved. Do not reproduce without permission.

Foreign-language textbooks:No
自編教材講義

The access to curricular consultation 建立課程臉書社團課程討論與回家作業
建立Line社團群組

Expanding teaching and resources

The course corresponds to the SDGs SDG1：消除貧窮（No Poverty）
SDG4：優質教育（Quality Education）
SDG10：減少不平等（Reduced Inequalities）

Does the course incorporate AI ● 使用生成式AI作為教學過程的輔助工具（Use generative AI tools as an aid to the teaching process）
● 鼓勵學生使用生成式AI工具（Encourage students to use generative AI tools）
● 使用生成式AI進行課堂即時互動（Use generative AI for real-time classroom interaction）
● 簡單介紹AI的基本概念（Briefly introduce the basic concept of AI）

Note
本課程限制有修過 "資金管理" 課程同學。

Instructor	Wu, Mu-en　Office Hours
Email	mnasia1@gmail.com
Last Updated	2025-08-14 01:37:04
Course Objective	本課程銜接上學期資金管理內容，將資金管理理論運用於實務金融市場、Blackjack 21點。包括最佳化比例、賽馬賭局、損益量化、最大回檔風險、槓桿空間模型、固定分數與固定比例的運用。建議具有基礎程式撰寫能力、先修習過演算法交易、資金管理..等課程。 This course connects the money management content of the previous semester, and applies the theory to the practical financial market and Blackjack 21 points. The course includes optimal bidding fraction, horse racing, profit quantification maximum draw-down risk, leverage space models, and the use of fixed fractions and fixed ratios. It is recommended to have the ability to write basic programs, and have taken courses such as algorithmic trading and money management in advance.
Course Schedule	1: 課程介紹 2,3,4: 凱利賭徒有限次賭局的賠錢機率 5,6,7: 最大回檔的風險與度量風險限制下的下注比例 8,9,10: 相對熵損益量化與凱利獲利標竿 11,12,13: 動態凱利賭局損益量化與賽馬賭局與損益量化 14,15: 槓桿空間模型與最佳下注比例的逼近 16,17,18 期末專題報告
Evaluation and grading policy	課堂討論 30% 回家作業 40% 期末報告 30%
Materials	All right reserved. Do not reproduce without permission. Foreign-language textbooks:No 自編教材講義
The access to curricular consultation	建立課程臉書社團課程討論與回家作業建立Line社團群組
Expanding teaching and resources
The course corresponds to the SDGs	SDG1：消除貧窮（No Poverty） SDG4：優質教育（Quality Education） SDG10：減少不平等（Reduced Inequalities）
Does the course incorporate AI	● 使用生成式AI作為教學過程的輔助工具（Use generative AI tools as an aid to the teaching process） ● 鼓勵學生使用生成式AI工具（Encourage students to use generative AI tools） ● 使用生成式AI進行課堂即時互動（Use generative AI for real-time classroom interaction） ● 簡單介紹AI的基本概念（Briefly introduce the basic concept of AI）
Note	本課程限制有修過 "資金管理" 課程同學。