交易和金融业的机器学习

课程概况

This course is for finance professionals, investment management professionals, and traders. Alternatively, this Specialization can be for machine learning professionals who seek to apply their craft to trading strategies.

At the end of the course you will be able to do the following:

– Design basic quantitative trading strategies
– Use Keras and Tensorflow to build machine learning models
– Build a pair trading strategy prediction model and back test it
– Build a momentum-based trading model and back test it

To be successful in this course, you should have a basic competency in Python programming and familiarity with the Scikit Learn, Statsmodels and Pandas library. You should have a background in statistics (expected values and standard deviation, Gaussian distributions, higher moments, probability, linear regressions) and foundational knowledge of financial markets (equities, bonds, derivatives, market structure, hedging).

课程大纲

Introduction to Quantitative Trading and TensorFlow

In this module we discuss the key components that are common to every trading strategy, no matter how complex. This foundation will help guide you as you develop more advanced strategies using machine learning techniques.

Build a Pair Trading Strategy Prediction Model

In this module, we introduce pairs trading. We will discuss what pairs trading is, and how you can make money doing it. We will discuss what you need to know about the members to form a suitable pair.

Build a Momentum-based Trading System

Momentum trading is a strategy in which traders buy or sell assets according to the strength of recent price trends. Price momentum is similar to momentum in physics, where mass multiplied by velocity determines the persistence with which an object will follow its current path (like a heavy train on a track). In financial markets, however, momentum is determined by other factors like trading volume and rate of price changes. Momentum traders bet that an asset price that is moving strongly in a given direction will continue to move in that direction until the trend loses strength or reverses. This module teaches you all about momentum trading.