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量化交易课程开设必要性分析与课程设计
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Abstract:
由数学模型和计算机自动化执行驱动的量化交易正在取代传统主观交易成为一种主流的交易方式。量化交易市场的快速发展对量化交易人才培养提出了迫切需求。本文从比较量化交易与传统主观交易、总结量化交易的发展趋势、识别量化交易课程与传统证券投资类课程的差异角度分析了在高校中开设量化交易课程的必要性。然后,本文从课程受众、教学目标、前提知识、课程内容设计,以及考核方式方面研究了量化交易的课程设计。
Quantitative trading driven by mathematical models and computer automation is replacing traditional subjective trading to become a main way for financial transactions. The fast development of the quantitative trading market poses an urgent demand for cultivating quantitative trading personnel. This paper analyzes the necessity of opening the quantitative trading course in colleges and universities by comparing quantitative trading and subjective trading, summarizing the development trend of quantitative trading, and identifying the differences between the quantitative trading course and the traditional security investing course. Then, this paper studies the curriculum design of the quantitative trading by identifying the course audience, setting teaching goals and prerequisite knowledge, and proposing curriculum content and the evaluation mode.
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