6066 - AI 機器學習於金融量化交易運用實務
AI Machine Learning Application Practice in Financial Quantitative Trading
教育目標 Course Target
本課程培養同學運用AI機器學習在金融量化交易中的應用可以提高交易策略的準確性和適應能力。
課程中運用資料科學的方法讓同學們體驗以及實作量化交易利用演算法和統計模型來進行投資和交易的評估。
課程內容:
1. 熟悉金融市場:了解金融市場的基本概念和交易策略,這有助於你建立量化交易策略和模型。
2. 數據收集:獲取金融市場的歷史和實時數據,使用yfinance雅虎財金等來獲取金融數據。
3. 開發交易策略:使用資料科學AI模組來開發你的量化交易策略。學習技術指標的計算、趨勢分析、機器學習等方法。
4. 回測和優化:使用歷史數據來回測你的交易策略,評估其效果。根據回測的結果,優化和調整你的交易策略。
5. 整合量化交易策略:將訓練好的機器學習模型整合到你的量化交易策略中。這可能涉及到生成交易信號、風險管理等方面的應用實務。
最佳實踐:分享並討論同學的專案成果,並進行最佳實踐的探討。。
This course trains students to learn the application of AI machine in financial quantitative trading to improve the accuracy and adaptability of trading strategies.
The data science method is used in the course to allow students to experience and implement quantitative transactions to use algorithms and statistical models to evaluate investment and transactions.
Course content:
1. Be familiar with the financial market: Understand the basic concepts and trading strategies of the financial market, which will help you build quantitative trading strategies and models.
2. Data collection: Obtain historical and actual data of the financial market, and use yfinance Yahoo Financial, etc. to obtain financial data.
3. Develop trading strategies: Use the data science AI module to develop your quantitative trading strategy. Learn methods such as calculation, trend analysis, and machine learning of technical indicators.
4. Backtest and Optimization: Use historical data to return your trading strategy and evaluate its effectiveness. Optimize and adjust your trading strategy based on the results of the response.
5. Integrate quantitative trading strategies: Integrate well-trained machine learning models into your quantitative trading strategies. This may involve application activities in the generation of transaction signals, risk management, etc.
Best practice: Share and discuss the project results of classmates and conduct best practices. .
參考書目 Reference Books
講義
Talk about
評分方式 Grading
評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
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小組實作專案成果發表與個人作業 Group of practical project results release and personal action |
50 | |
課堂參與討論 Class Participation and Discussion |
50 |
授課大綱 Course Plan
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相似課程 Related Courses
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課程資訊 Course Information
基本資料 Basic Information
- 課程代碼 Course Code: 6066
- 學分 Credit: 0-1
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上課時間 Course Time:Tuesday/11,12,13[M023]
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授課教師 Teacher:姜自強
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修課班級 Class:高階經管班1,2
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選課備註 Memo:企業二代組模組課程。上課時間:【週二19:00-21:30】2/18、2/25、3/04、3/11、3/18、3/25
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