量化投资分析

This course provides a comprehensive overview of various aspects of quantitative investment. It begins with the basic concepts of quantitative investment and the stock market, covering financial theory, portfolio management, and behavioral finance. The course delves into factor models, including single-factor validity and multi-factor portfolios. Students will learn about quantitative strategy development and performance evaluation, as well as the basic analytical framework for high-frequency quantitative trading. Additionally, the course covers performance evaluation and attribution analysis, explores the applications of artificial intelligence in quantitative investment, and offers practical project demonstrations in quantitative trading. Experts in quantitative investment will be invited to discuss advanced topics. Students will use cutting-edge quantitative tools to create factors, validate factor effectiveness, and conduct backtesting analysis. Through this course, students will systematically master both the theory and practical applications of quantitative investment.