| 課程編碼 Course Code | 中文課程名稱 Course Name (Chinese) | 英文課程名稱 Course Name (English) | 總學分數 Credits | 總時數 Hours |
|---|---|---|---|---|
| AB05606 | 量化交易與智能理財 | Quantitative Trading and Robo-Advisors | 3.0 | 3 |
| 中文概述 Chinese Description | 本課程在介紹量化交易與機器學習。著眼 於兩塊，1.交易策略建構，包括資料分 析、處理、與訊號開發。2.資金管理，我 們重資訊理論角度出發，介紹部位大小控 制下，風險與利潤的衡量。本課程以Ｒ語 言為工具，實際撰寫交易策略進行回側。並引進機器學習技術，輔助決策好的進場，停損、停利、與加碼點。 | |||
| 英文概述 English 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. | |||
備註：