<p><img src="https://info.compassedu.hk/sucai/content/1705046739509/1705046739509.jpg" width="808" height="61" /></p> <p><span class="p">很多同學(xué)在留學(xué)準(zhǔn)備前期都經(jīng)常很迷茫，<strong>對(duì)申請(qǐng)目標(biāo)，甚至未來(lái)職業(yè)發(fā)展方向都拿不定主意，不知道要如何選擇。</strong>想提前通過(guò)實(shí)習(xí)來(lái)進(jìn)行全方位的了解，但無(wú)奈<strong>實(shí)習(xí)試錯(cuò)機(jī)會(huì)少</strong>，而通過(guò)項(xiàng)目實(shí)戰(zhàn)，卻是個(gè)高性價(jià)選擇。</span></p> <p><span class="p">&nbsp;</span></p> <p><span class="p">通過(guò)精心設(shè)計(jì)的項(xiàng)目，<strong>可以了解業(yè)界常規(guī)的作業(yè)模式</strong>，進(jìn)行類似實(shí)踐，這對(duì)發(fā)現(xiàn)職業(yè)興趣、提升相關(guān)技能、積累實(shí)操經(jīng)歷都非常有益。</span></p> <p>&nbsp;</p> <p><span class="p"><strong>量化金融類專業(yè)，強(qiáng)調(diào)定量分析方法在金融領(lǐng)域的應(yīng)用</strong>，其細(xì)分領(lǐng)域包括證券定價(jià)、資產(chǎn)配置、量化交易、風(fēng)險(xiǎn)管理等等。</span></p> <p><span class="p">&nbsp;</span></p> <p><span class="p">指南者的量化金融項(xiàng)目實(shí)戰(zhàn)，<strong>就以量化投資為切入點(diǎn)</strong>，利用相關(guān)項(xiàng)目實(shí)戰(zhàn)，由指導(dǎo)老師帶領(lǐng)學(xué)員，學(xué)習(xí)使用各種量化分析方法來(lái)為期權(quán)定價(jià)、構(gòu)建投資策略并分析策略的表現(xiàn)；使用數(shù)據(jù)處理與可視化工具去挖掘每種投資組合表現(xiàn)背后的邏輯與歸因。通過(guò)定量研究復(fù)合指標(biāo)構(gòu)建及回測(cè)，構(gòu)建投資策略，形成分析報(bào)告，加深學(xué)生對(duì)衍生品的定價(jià)與風(fēng)險(xiǎn)管理技能的掌握，從技能鍛煉和經(jīng)歷積累兩方面助力留學(xué)申請(qǐng)。進(jìn)行體驗(yàn)量化金融的實(shí)際應(yīng)用，<strong>帶你切實(shí)感受量化金融。</strong></span></p> <p><span class="p">&nbsp;</span></p> <p><span class="p">我們一起來(lái)看看在《低波動(dòng)率環(huán)境下的股指期權(quán)高頻套利策略》項(xiàng)目中，同學(xué)們都做了什么。</span></p> <p>&nbsp;</p> <p><strong><span class="h1" style="color: #1dadff;">PROGRAM</span></strong></p> <p>&nbsp;</p> <p><span class="p">伴隨金融供給側(cè)改革的推動(dòng)，期權(quán)市場(chǎng)快速發(fā)展壯大起來(lái)，期權(quán)投資再次成為業(yè)內(nèi)熱門(mén)，越來(lái)越多的機(jī)構(gòu)投資者與個(gè)人投資者進(jìn)入期權(quán)市場(chǎng)，利用期權(quán)進(jìn)行風(fēng)險(xiǎn)對(duì)沖。但疫情以來(lái)，全球經(jīng)濟(jì)下行壓力很大，中國(guó)證券市場(chǎng)以存量資金博弈為主，投資熱點(diǎn)持續(xù)時(shí)間相對(duì)較短。在市場(chǎng)情緒偏于謹(jǐn)慎狀態(tài)下，主要的股指期權(quán)如上證50ETF期權(quán)波動(dòng)率呈現(xiàn)大周期波動(dòng)下行的變化趨勢(shì)。究其原因，波動(dòng)率同期持續(xù)下降反映投資者 風(fēng)險(xiǎn)對(duì)沖和投資穩(wěn)定性收益的基本需求，50ETF期權(quán)賣方意愿在持續(xù)增強(qiáng)，合約期權(quán)價(jià)格更廉價(jià)了。</span></p> <p><span class="p">&nbsp;</span></p> <p><span class="p">本項(xiàng)目通過(guò)探討的在股指期權(quán)市場(chǎng)中高頻期權(quán)套利策略的應(yīng)用，分析其中的操作模式及盈利，使用數(shù)據(jù)處理跟可視化工具去挖掘策略表現(xiàn)背后的邏輯與歸因。幫助投資者在期權(quán)交易中獲取利潤(rùn)。</span></p> <p>&nbsp;</p> <p><strong><span class="h1" style="color: #1dadff;">優(yōu)秀學(xué)員報(bào)告展示</span></strong></p> <p>&nbsp;</p> <p style="text-align: justify;"><span class="h1" style="color: #1dadff;"><img style="width: 808px; height: 1142px; margin-left: auto; margin-right: auto; float: none;" src="https://info.compassedu.hk/info_imgUrl_phpgkzNg1.jpg" width="808" height="1142" /></span></p> <p><span class="h1" style="color: #1dadff;"><img style="width: 808px; height: 1142px; margin-left: auto; margin-right: auto; float: none;" src="https://info.compassedu.hk/info_imgUrl_phpM3IBo0.jpg" width="808" height="1142" /></span></p> <p><span class="h1" style="color: #1dadff;"><img style="width: 808px; height: 1142px; margin-left: auto; margin-right: auto; float: none;" src="https://info.compassedu.hk/info_imgUrl_phpwwCyAF.jpg" width="808" height="1142" /></span></p> <p><span class="h1" style="color: #1dadff;"><img style="width: 808px; height: 1142px; margin-left: auto; margin-right: auto; float: none;" src="https://info.compassedu.hk/info_imgUrl_phpvXsC8g.jpg" width="808" height="1142" /></span></p> <p><span class="p">該項(xiàng)目是以是一個(gè)很有含金量的研究項(xiàng)目，結(jié)合了投資者情緒、衍生品定價(jià)和投資組合等重要的金工研究領(lǐng)域。從最后呈現(xiàn)的項(xiàng)目報(bào)告，我們可以看到該同學(xué)對(duì)量化金融有較好的知識(shí)與技能儲(chǔ)備：</span></p> <p><span class="p">&nbsp;</span></p> <p><span class="p">1.一方面，期權(quán)定價(jià)、可投資產(chǎn)品篩選等都計(jì)算<strong>需要專業(yè)的資產(chǎn)定價(jià)知識(shí)基礎(chǔ)，</strong>另一方面需要對(duì)金融學(xué)和A股市場(chǎng)有一定的了解，<strong>熟悉常見(jiàn)的數(shù)據(jù)分析和回測(cè)方法；</strong></span></p> <p><span class="p">&nbsp;</span></p> <p><span class="p">2.<strong>利用Python進(jìn)行數(shù)據(jù)清洗及操作，使用數(shù)據(jù)處理跟可視化工具去挖掘策略表現(xiàn)背后的邏輯與歸因</strong>，涉及到數(shù)據(jù)匹配、篩選、匯總、計(jì)算等各種處理。</span></p> <p><span class="p">&nbsp;</span></p> <p><span class="p">3.<strong>熟練的使用Python語(yǔ)言的能力，</strong>整個(gè)項(xiàng)目的數(shù)據(jù)清洗到挖掘建模都是使用python完成的，包括numpy、pandas、matplotlib、seaborn、sklearn等重要庫(kù)文件；</span></p> <p><span class="p">&nbsp;</span></p> <p><span class="p">4.最終完成的項(xiàng)目報(bào)告總體很好的證明和解釋了在中國(guó)市場(chǎng)中隱含波動(dòng)率用于期權(quán)誤定價(jià)判斷的可行性，可以為投資者挑選產(chǎn)品并構(gòu)建能夠獲得超額收益的投資組合。從真實(shí)數(shù)據(jù)出發(fā)完成實(shí)證論文具有實(shí)際的應(yīng)用價(jià)值。<strong>邏輯線明朗，專業(yè)名詞解釋得當(dāng)，整體報(bào)告的排版也很清晰有序；</strong></span></p> <p><span class="p">&nbsp;</span></p> <p><span class="p">5.通過(guò)完整的科研流程實(shí)現(xiàn)，同學(xué)<strong>對(duì)量化投資策略的研究生產(chǎn)流程更加熟悉</strong>，有了切實(shí)的體驗(yàn)，對(duì)后續(xù)的專業(yè)選擇、文書(shū)撰寫(xiě)、未來(lái)規(guī)劃都起到了一定積極作用。</span></p> <p>&nbsp;</p> <p><strong><span class="h1" style="color: #1dadff;">項(xiàng)目背書(shū)</span></strong></p> <p>&nbsp;</p> <p style="margin: 0px 0px 24px; padding: 0px; outline-width: 0px; max-width: 100%; clear: both; min-height: 1em; color: #3f3f3f; font-family: Optima-Regular, PingFangTC-light; font-size: 15px; text-align: justify; white-space: normal; background-color: #ffffff; line-height: 1.75em; box-sizing: border-box; overflow-wrap: break-word;"><span class="h1" style="color: #1dadff;"><img style="width: 808px; height: 571px; margin-left: auto; margin-right: auto; float: none;" src="https://info.compassedu.hk/info_imgUrl_phpYNstTc.jpg" width="808" height="571" /></span></p> <p><span class="h1" style="color: #1dadff;"><img src="https://info.compassedu.hk/info_imgUrl_php6LiRyv.jpg" width="808" height="571" /></span></p> <p>&nbsp;</p> <p><strong><span class="h1" style="color: #1dadff;">項(xiàng)目過(guò)程</span></strong></p> <p>&nbsp;</p> <p>&nbsp;</p> <p><strong><span class="h1" style="color: #1dadff;"><span style="margin: 0px; padding: 0px; font-feature-settings: 'tnum'; box-sizing: border-box; line-height: 1.75; font-family: 'Tahoma For Number', 'Chinese Quote', -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, 'PingFang SC', 'Hiragino Sans GB', 'Microsoft YaHei', 'Helvetica Neue', Helvetica, Arial, sans-serif; font-size: 14px; text-align: justify; white-space: normal; background-color: #ffffff;"><img style="width: 581px; height: 756px; margin-left: auto; margin-right: auto; float: none;" src="https://info.compassedu.hk/info_imgUrl_phppthlP5.jpg" width="581" height="756" /></span></span></strong></p> <p><strong><span class="h1" style="color: #1dadff;"><span style="margin: 0px; padding: 0px; font-feature-settings: 'tnum'; box-sizing: border-box; line-height: 1.75; font-family: 'Tahoma For Number', 'Chinese Quote', -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, 'PingFang SC', 'Hiragino Sans GB', 'Microsoft YaHei', 'Helvetica Neue', Helvetica, Arial, sans-serif; font-size: 14px; text-align: justify; white-space: normal; background-color: #ffffff;"><img style="width: 419px; height: 729px; margin-left: auto; margin-right: auto; float: none;" src="https://info.compassedu.hk/info_imgUrl_phpOBCNd5.jpg" width="419" height="729" /></span></span></strong></p> <p><strong><span class="h1" style="color: #1dadff;"><span style="margin: 0px; padding: 0px; font-feature-settings: 'tnum'; box-sizing: border-box; line-height: 1.75; font-family: 'Tahoma For Number', 'Chinese Quote', -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, 'PingFang SC', 'Hiragino Sans GB', 'Microsoft YaHei', 'Helvetica Neue', Helvetica, Arial, sans-serif; font-size: 14px; text-align: justify; white-space: normal; background-color: #ffffff;"><img style="width: 422px; height: 708px; margin-left: auto; margin-right: auto; float: none;" src="https://info.compassedu.hk/info_imgUrl_phpW4PHfK.jpg" width="422" height="708" /></span></span></strong></p> <p><strong><span class="h1" style="color: #1dadff;"><span style="margin: 0px; padding: 0px; font-feature-settings: 'tnum'; box-sizing: border-box; line-height: 1.75; font-family: 'Tahoma For Number', 'Chinese Quote', -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, 'PingFang SC', 'Hiragino Sans GB', 'Microsoft YaHei', 'Helvetica Neue', Helvetica, Arial, sans-serif; font-size: 14px; text-align: justify; white-space: normal; background-color: #ffffff;"><img style="width: 420px; height: 708px; margin-left: auto; margin-right: auto; float: none;" src="https://info.compassedu.hk/info_imgUrl_php4VrPtY.jpg" width="420" height="708" /></span></span></strong></p> <p style="text-align: justify;">&nbsp;</p> <p style="text-align: justify;"><strong><span class="h1" style="color: #1dadff;">報(bào)名信息</span></strong></p> <p style="text-align: justify;">&nbsp;</p> <p style="margin: 5px 0px; padding: 0px; font-feature-settings: 'tnum'; box-sizing: border-box; line-height: 1.75; font-family: 'Tahoma For Number', 'Chinese Quote', -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, 'PingFang SC', 'Hiragino Sans GB', 'Microsoft YaHei', 'Helvetica Neue', Helvetica, Arial, sans-serif; color: #000000; font-size: 14px; white-space: normal;">&nbsp;</p> <p style="text-align: center;"><span style="color: #f00909;"><strong style="margin: 0px; padding: 0px; font-feature-settings: 'tnum'; box-sizing: border-box; line-height: 1.75; font-family: 'Tahoma For Number', 'Chinese Quote', -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, 'PingFang SC', 'Hiragino Sans GB', 'Microsoft YaHei', 'Helvetica Neue', Helvetica, Arial, sans-serif;">1月22日開(kāi)課</strong></span></p> <p style="text-align: center;"><span style="color: #f00909;"><strong style="margin: 0px; padding: 0px; font-feature-settings: 'tnum'; box-sizing: border-box; line-height: 1.75; font-family: 'Tahoma For Number', 'Chinese Quote', -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, 'PingFang SC', 'Hiragino Sans GB', 'Microsoft YaHei', 'Helvetica Neue', Helvetica, Arial, sans-serif;">僅限1個(gè)名額</strong></span></p> <p style="text-align: center;"><strong style="margin: 0px; padding: 0px; font-feature-settings: 'tnum'; box-sizing: border-box; line-height: 1.75; font-family: 'Tahoma For Number', 'Chinese Quote', -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, 'PingFang SC', 'Hiragino Sans GB', 'Microsoft YaHei', 'Helvetica Neue', Helvetica, Arial, sans-serif;">文末掃碼咨詢</strong></p> <p style="text-align: center;"><strong style="margin: 0px; padding: 0px; font-feature-settings: 'tnum'; box-sizing: border-box; line-height: 1.75; font-family: 'Tahoma For Number', 'Chinese Quote', -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, 'PingFang SC', 'Hiragino Sans GB', 'Microsoft YaHei', 'Helvetica Neue', Helvetica, Arial, sans-serif;"><img style="width: 750px; height: 6956px; margin-left: auto; margin-right: auto; float: none;" src="https://info.compassedu.hk/info_imgUrl_phpMvAdpK.jpg" width="750" height="6956" /></strong></p> <p><img src="https://info.compassedu.hk/sucai/content/1705046742628/1705046742628.jpg" width="808" height="187" /></p>