时富量化金融研究所

演算交易

新兴模式

由于全球经济一体化,加上过去十年互联网急速发展,科技被迅速广泛利用,我们的投资模式因此也随之改变。市场基础建设和投资行为都出现了新模式,因此我们观察到:

  • 在资本市场里,环球市场互相连结,并且出现了实时和自由的资金流。
  • 在资讯方面,资讯不对称的情况降至最低,讯息的传播变得迅速。
  • 政府方面,干预的程度增加了,自由市场的规则和规范转变了,导致与黑天鹅事件相互关联。

为了在今天的投资环境下取得成功,我们需要着重以下的能力:

实践各种不同的
投资策略
从环球角度思考
各个投资策略
即时检查
多个市场的状况
采用
先进的科技
具备大数据分析和讯息处理的能力
以及时作出投资决定
缜密的
风险管理
超低
延时
准确执行
交易
避免因政治事件等的突发状况
作出非理性的投资
和人为错误

关于我们

我们的业务

时富量化金融研究所为时富量化金融集团的子公司,是亚洲区内量化及演算交易的先行者。时富量化金融集团是时富投资集团有限公司[股份编号:1049]的成员。时富集团于1972年年成立,金融业务基础坚实,是一家领先的多元化服务综合企业。

作为专业的金融机构,时富量化金融研究所的目标是研究能实践的金融知识并创造价值。因此,我们的研究不只是注重学术价值,还有对金融行业的贡献。另外,我们的课程亦希望训练学生必要的技能以立足于金融行业。

我们培育演算人才,为希望研究、发展、测试和实践交易概念的演算交易员、量化策略专才及学者提供协助。

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.)

申请办法/索取更多资讯:

我们的愿景

时富量化金融研究所的课程目的是为学生提供行业的基本技能训练,例如分析金融工具和演算交易策略,以及于应用及绩效分析范畴的电子计算,以培养学生胜任演算交易的工作。此外,课程还涵盖演算交易中的绩效分析和风险管理。

人才

马家俊博士
课程主任
PhD, MPhil, BSc, CFA, PRM, ASA

马博士专精于演算交易开发,并于财务工程领域拥有丰富经验。彼持有哥伦比亚大学运筹学哲学博士学位,以及香港中文大学的数学哲学硕士学位及数学理学士学位。

陈醒凡博士
课程联络主任
PhD, MSc

陈博士专精于交易策略开发及研究工作,并于金融计量经济学及统计分析学拥有丰富经验。彼持有香港中文大学系统工程与工程管理博士学位,以及香港城市大学金融与精算数学理学硕士 。于2013年,陈博士获中大工程学院颁授杰出导师奖。

翟绰麟先生
课程联络主任
MPhil, BSc, BEng

翟先生专精于演算交易系统的运作。彼持有香港中文大学系统工程与工程管理哲学硕士,数学理学士和信息工程学学士学位。

研究和发展

学术论文(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

合作伙伴

与大学携手合作

时富量化金融与以下世界顶尖的大学共同合作:

  • 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

(按英文字母顺序排列)

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联络我们

如欲进一步了解我们,欢迎与我们联络:

香港科学园科技大道西12号5楼518室

电话:(852) 2287 8031 传真:(852) 2287 8000

电邮:info@cashalgo.com

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