時富量化金融研究所

演算交易

新興模式

由於全球經濟一體化,加上過去十年互聯網急速發展,科技被迅速廣泛利用,我們的投資模式因此也隨之改變。市場基礎建設和投資行為都出現了新模式,因此我們觀察到:

  • 在資本市場裡,環球市場互相連結,並且出現了實時和自由的資金流。
  • 在資訊方面,資訊不對稱的情況降至最低,訊息的傳播變得迅速。
  • 政府方面,干預的程度增加了,自由市場的規則和規範轉變了,導致與黑天鵝事件相互關聯。

為了在今天的投資環境下取得成功,我們需要著重以下的能力:

實踐各種不同的
投資策略
從環球角度思考
各個投資策略
即時檢查
多個市場的狀況
採用
先進的科技
具備大數據分析和訊息處理的能力
以及時作出投資決定
縝密的
風險管理
超低
延時
準確執行
交易
避免因政治事件等的突發狀況
作出非理性的
投資決定和人為錯誤

關於我們

我們的業務

時富量化金融研究所為時富量化金融集團的子公司,是亞洲區內量化及演算交易的先行者。時富量化金融集團是時富投資集團有限公司[股份編號:1049]的成員。時富集團於1972年成立,金融業務基礎堅實,是一家領先的多元化服務綜合企業。

作為專業的金融機構,時富量化金融研究所的目標是研究能實踐的金融知識並創造價值。因此,我們的研究不只是注重學術價值,還有對金融行業的貢獻。另外,我們的課程亦希望訓練學生必要的技能以立足於金融行業。

我們培育演算人才,為希望研究、發展、測試和實踐交易概念的演算交易員、量化策略專才及學者提供協助。

Algorithmic trading course (只提供英文版本)

This course aims at students interested in trading and teaches them hands-on practical knowledge and skills essential in algorithmic trading.

Features:

• Taught by practitioners with high academic profile

• Rich in cutting edge R&D outputs

• Provided the opportunity to apply your learning directly to your practice

• Complimenting universities’ courses which focus on theoretical contents

• More quantitative with algorithmic trading approach compared with other practical courses in the market

• Hands-on activities

Advantages:

• Chance to learn how to use popular techniques in the market

• Grasp the key knowledge to work in this exciting field

• Help prepare related professional exams such as CFA, FRM, CIPM, etc.

• Use the knowledge in other FinTech areas

• Equip yourself to invest in products of algorithmic trading

• Excellent career advancement prospects

The Programme is now participating the International Conference on Applied Education, Technology and Innovation (THEi AETI 2019). Please find the below link if you want to know more about the conference:

Click here

Module 1 : Algorithmic Trading Theory and Practice - Course Details:

Module 1 provides solid practical knowledge and a comprehensive introduction to all the tools for algorithmic trading.

1. Application Fee (for the application)

$50 HKD

2. Tuition Fee

$6500 (80% of fee will be subsided by company before received the QF level 4 license).

Fee after subsided = $1300

3. Venue

Hong Kong Science Park (HKSTP).

4. Time (Testing Class)

Date: 2019-02-16, 2019-02-23, 2019-03-02, 2019-03-09

Time: 9:30 - 19:00

5. Qualifications Framework

The Programme is applying for the QF level 4 in the qualifications framework of Hong Kong Council for Accreditation of Academic and Vocational Qualifications, which is called Higher Certificate or Professional Certificate.

6. Admission Requirement

Requirement:

Post-secondary & Tertiary Level or above, preferably in Statistics, Mathematics, Physics, Computer Science, Finance, related quantitative field (both students and graduates are welcomed)

It will be an advantage if you have:

a. Basic knowledge in data management;

b. Experience in using SQL for large scale databases;

c. Basic knowledge in statistics

d. Basic skill in statistical tools/software packages (e.g. Python, Matlab, R, etc.)

Module 2: Implementation of Algorithmic Trading - Course Details:

Module 2 is a sequel to teach everything about implementing algorithmic trading strategies.

1. Application Fee (for the application):

$50 HKD

2. Tuition Fee

$6500 (80% of fee will be subsided by company before received the QF level 4 license).

Fee after subsided = $1300

3. Venue

Hong Kong Science Park (HKSTP).

4. Time

To be confirmed

5. Qualifications Framework

The Programme is applying for the QF level 4 in the qualifications framework of Hong Kong Council for Accreditation of Academic and Vocational Qualifications, which is called Higher Certificate or Professional Certificate.

6. Admission Requirement

Requirement:

Post-secondary & Tertiary Level or above, preferably in Statistics, Mathematics, Physics, Computer Science, Finance, related quantitative field (both students and graduates are welcomed)

It will be an advantage if you have:

a. Basic knowledge in data management;

b. Experience in using SQL for large scale databases;

c. Basic knowledge in statistics

d. Basic skill in statistical tools/software packages (e.g. Python, Matlab, R, etc.)

申請辦法/索取更多資訊:

我們的願景

時富量化金融研究所的課程目的是為學生提供行業的基本技能訓練,例如分析金融工具和演算交易策略,以及於應用及績效分析範疇的電子計算,以培養學生勝任演算交易的工作。此外,課程還涵蓋演算交易中的績效分析和風險管理。

人才

馬家俊博士
課程主任
PhD, MPhil, BSc, CFA, PRM, ASA

馬博士專精於演算交易開發,並於財務工程領域擁有豐富經驗。彼持有哥倫比亞大學運籌學哲學博士學位,以及香港中文大學的數學哲學碩士學位及數學理學士學位。

陳醒凡博士
課程聯絡主任
PhD, MSc

陳博士專精於交易策略開發及研究工作,並於金融計量經濟學及統計分析學擁有豐富經驗。彼持有香港中文大學系統工程與工程管理博士學位,以及香港城市大學金融與精算數學理學碩士。於2013年, 陳博士獲中大工程學院頒授傑出導師獎。

翟綽麟先生
課程聯絡主任
MPhil, BSc, BEng

翟先生專精於演算交易系統的運作。彼持有香港中文大學系統工程與工程管理哲學碩士、數學理學士和信息工程學學士學位。

研究和发展

學術論文(2015-2018):

  • Stock Market Volatility and Trading Volume: A Special Case in Hong Kong With Stock Connect Turnover, to appear in Journal of Risk and Financial Management,Journal of Risk and Financial Management, Volume 11, Issue 4, 2018, pp. 76
  • D-Index: a risk measure in a new dimension, to appear in Journal of Index Investing, Journal of Index Investing, Volume 9, Issue 1, 2018, pp. 84-91
  • An Integer Programming Based Strategy for Asian-Style Futures Arbitrage over the Settlement Period, to appear in Algorithmic Finance, Algorithmic Finance, Volume 7, 2018, pp. 31-42
  • An Upper Bound For Ex-Post Sharpe Ratio with Application in Performance Measurement, Journal of Performance Measurement, Volume 22, Number 1, 2017, pp. 7–19
  • An Uncertainty Quantification Framework for the Achievability of Backtesting Results of Trading Strategies, Journal of Investment Strategies, Volume 6, Issue 4, 2017, pp. 1–26
  • Stochastic Cost Flow System for Stock Markets with an Application in Behavioral Finance, International Journal of Financial Engineering, Volume 3, Issue 4, 2016, 1650026
  • EMD-Candlestick: Methodology and Applications, Journal of Technical Analysis, Issue 69, 2016, pp. 21 – 38
  • A Framework for Stop-Loss Analysis on Trading Strategies, Journal of Trading, Volume 10, Number 1, 2015, pp. 87–95

傳媒

合作伙伴

與大學攜手合作

時富量化金融與以下世界頂尖的大學共同合作:

  • Boston University
  • City University of Hong Kong
  • Columbia University
  • Harvard University
  • Massachusetts Institute of Technology
  • Stanford University
  • The Chinese University of Hong Kong
  • The Hong Kong University of Science and Technology
  • The University of Hong Kong

(按英文字母順序排序)

聯絡我們

如欲進一步瞭解我們,歡迎與我們聯絡:

香港科學園科技大道西12號5樓518室

電話:(852) 2287 8031 傳真:(852) 2287 8000

電郵:info@cashalgo.com

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