| 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 |
|---|---|---|---|---|
| AB04026 | 演算法交易 | Algorithmic Trading | 3.0 | 3 |
| 中文概述 Chinese Description | 本課程銜接上學期程式交易課程內容(限定修過上學期的同學才能選修)，我們將使用R語言進行更為精實的交易策略建構，包刮K棒分析、指標建構、訊號探勘、資金管理…等。此外，我們下半學期將邀請業師教授XQ程式交易軟體，撰寫XS程式語法進行回測以及模擬下單 | |||
| 英文概述 English Description | This course connects with the last semester courses “program trading” (limited to last semester students to join). We will use the R language for more sophisticated trading strategy construction, including K-bar analysis, index construction, trading signal exploration, money management, and so on. In addition, we will invite the instructor to teach XQ program trading software in the last half-semester, usingXS program grammar to back-testing trading strategies. | |||
備註：