背景提升之商科科研項(xiàng)目——股票市場中的高頻交易與證券投資研究

我們都知道，多參加一些含金量高的科研項(xiàng)目,，可以增加美國名校錄取率,。今天我們就來介紹一項(xiàng)背景提升之商科科研項(xiàng)目——量化金融專題：股票市場中的高頻交易與證券投資研究。

項(xiàng)目安排 Program Arrangement

開課時(shí)間 (Starting Date): 2022-06-18

課時(shí)安排 (Duration): 7周在線小組科研學(xué)習(xí)+5周論文輔導(dǎo)學(xué)習(xí)

適合人群 Prerequisites

適合年級(jí) (Grade): 大學(xué)生及以上

適合專業(yè) (Major): 金融,、會(huì)計(jì),、國際貿(mào)易、金融數(shù)學(xué)等商科專業(yè)方向的學(xué)生;具備經(jīng)濟(jì)與金融相關(guān)的基礎(chǔ)專業(yè)知識(shí)的學(xué)生優(yōu)先

項(xiàng)目收獲 Program Outcome

7周在線小組科研學(xué)習(xí)+5周論文輔導(dǎo)學(xué)習(xí)

學(xué)術(shù)報(bào)告

優(yōu)秀學(xué)員獲主導(dǎo)師推薦信

EI/CPCI/Scopus/ProQuest/Crossref/EBSCO或同等級(jí)別索引國際會(huì)議全文投遞與收錄

結(jié)業(yè)證書

成績單

項(xiàng)目背景 Program Background

本項(xiàng)目的研究計(jì)劃和目的是向?qū)W生介紹現(xiàn)代金融市場中對(duì)沖基金行業(yè)和對(duì)沖基金的主要投資方法,。學(xué)生將學(xué)習(xí)量化投資的主要方法-從高頻交易到基于因素的投資-以及基于公司基本特征的投資方法,。

本項(xiàng)目將股票估值和財(cái)務(wù)報(bào)表分析的核心理論與公司數(shù)據(jù)的實(shí)際操作經(jīng)驗(yàn)相結(jié)合，研究范圍涵蓋美國整個(gè)股票領(lǐng)域。學(xué)生將獲得如何與“大數(shù)據(jù)”打交道的經(jīng)驗(yàn),，以及如何使用自下而上的方法選擇投資目標(biāo),。

The goal of this course and research program is to introduce students to modern hedge fund industry and major investment approaches employed by hedge funds. Students will learn major approaches to quantitative investing – from high frequency trading to factor-based investing – as well as investment approaches based on fundamental characteristics of firms.

This course combines core theories of stock valuation and financial statements analysis with hands-on experience working with data on firms, covering the entire universe of stocks in the United States. Students will gain experience on how to work with “big data” and how to select investment targets using bottom-up approach. At the core of this course is a practical research project, which requires students to write an investment memorandum and engage in a simulated investment committee work.

項(xiàng)目介紹 Program Description

項(xiàng)目內(nèi)容涵蓋股票估值、價(jià)值投資策略,、行業(yè)分析和選擇投資目標(biāo),、品質(zhì)投資、闡明極端增長,、賣空偏見論等理論知識(shí),，與Facebook、Twitter,、SnapChat社交媒體股票價(jià)值分析,、凱恩斯選美比賽分析投資泡沫、安然公司分析賣空理論等案例,。學(xué)生將在項(xiàng)目結(jié)束后,，提交報(bào)告，完成項(xiàng)目成果展示,。

The program covers theoretical knowledge such as stock valuation, value investment strategy, industry analysis and selection of investment targets, quality investment, clarification of extreme growth, short-selling bias theory, and social media stock value analysis of Facebook, Twitter, Snapchat, and Keynesian beauty contest analysis investment, cases such as bubbles and Enron's analysis of short selling theory. At the end of the program, students will submit a report and present the results.

導(dǎo)師介紹 Instructor Introduction

Egor

麻省理工學(xué)院 斯隆管理學(xué)院高級(jí)教職&研究學(xué)者

Egor 導(dǎo)師為麻省理工學(xué)院斯隆管理學(xué)院金融學(xué)高級(jí)教職兼任研究學(xué)者,。Egor的研究興趣為企業(yè)金融、組織經(jīng)濟(jì)學(xué)和公司治理,，特別關(guān)注企業(yè)主管勞動(dòng)力市場,、管理團(tuán)隊(duì)和首席執(zhí)行官對(duì)企業(yè)價(jià)值和績效的影響，以及投資者在評(píng)估企業(yè)投資選擇上面臨的挑戰(zhàn),。曾在北方金融協(xié)會(huì)和歐洲金融協(xié)會(huì)擔(dān)任重要職位,，并且在AFA、EFA,、WFA等頂級(jí)金融會(huì)議的期刊上發(fā)表多篇學(xué)術(shù)文章,。Egor為羅徹斯特大學(xué)金融學(xué)博士。

項(xiàng)目大綱 Program Outline

對(duì)沖基金概述 Introduction to hedge funds

股票估值與篩選 Stock valuation and screening

如何確定投資目標(biāo) Identification of investment targets

投資的質(zhì)量因素 Quality factors

項(xiàng)目回顧與成果展示 Program Review and Presentation

論文輔導(dǎo) Project Deliverables Tutoring

其他信息 Additional Information

優(yōu)弗教育首次獨(dú)家采用“雙團(tuán)隊(duì)”導(dǎo)師模式-“DoubleTeam”,。團(tuán)隊(duì)一：由兩位主導(dǎo)師組成為“首席專家顧問團(tuán)隊(duì)”,。團(tuán)隊(duì)二：由三位導(dǎo)師組成為“規(guī)劃執(zhí)行團(tuán)隊(duì)”。在優(yōu)弗獨(dú)具特色的“雙團(tuán)隊(duì)”指導(dǎo)下,，具備專業(yè)性,，聯(lián)動(dòng)性以及高執(zhí)行力這三大特點(diǎn)，讓整體規(guī)劃突破傳統(tǒng)留學(xué)導(dǎo)師架構(gòu),，真正突顯每一位導(dǎo)師在學(xué)生身上可發(fā)展力,，可塑造力，從而將服務(wù)做實(shí),，做精,，做細(xì)?。?！