
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 hereModule 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)
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:
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请填写下列连结的表格以获得申请表格或更多资讯:
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填写表格后,我们会尽快联络您。

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
传媒

下列为有关时富量化金融集团的媒体报导:
- 2016/17 媒体报导
- 2015/16 媒体报导
大时代财经月刊 2017年4月1日
香港商报 2017年2月28日
都市日报 2017年2月22日
成报 2017年2月20日
都市日报 2017年2月20日
信报 2017年2月20日
香港电台 2017年2月19日
信报财经新闻 2017年2月19日
商业电台 2017年2月19日
东方日报 2016年5月3日
cpjobs.com 2016年4月15日
招职 2016年4月15日
时富举办全港首个大学「演算交易」争霸战 参赛作品有机成合作投资项目推出市场
大公报 2016年4月12日
商报 2016年4月8日
CT goodjobs 2016年3月24日
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)
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