（課程簡介英文版） The course first explains the concept of quantitative investment, the development history of quantitative investment and the current situation of quantitative investment in the mainland, and establishes a basic knowledge framework system for quantitative investment. The next two chapters mainly introduce the Young Quant platform and the Young Quant backtesting system. The fourth chapter is market micro-structure,the foundation of strategy development. Chapters 5-8 respectively describe the strategic principles, strategic logic and codes of MACD strategy, paired trading strategy, multi-factor stock picking strategy and ETF strategy. In the lab class, students will complete the backtesting of three strategies under the guidance of the teacher. The goal of course is to cultivate outstanding talents with a solid foundation in economics and management, integration of physical investment and financial investment, and quantitative analysis and modeling capabilities. The course is based on cultivating students 'ability to develop quantitative investment strategies; keeping up with the mainstream frontiers of the industry; seizing opportunities in the era of quantitative investment, seizing the leading position in industry competition, and achieving cutting-edge quantitative talents. |
