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This programme aims at enabling participants to apply Python into trading and investment. This practical course will use the public available data and the latest Machine Learning techniques and Sentiment Analysis to build trading strategies and optimize investment portfolio.
Part 1 (3.5 hours): Machine Learning and Data driven Quant Trading Strategy
- Construct Equity Long/Short Pair investment portfolio
- Stock selection and Pairs identification
- Supervised Machine Learning in short-term stock price trends
Part 2 (3.5 hours): Unsupervised Learning methods and Social Sentiment Analysis
- Social media sentiments and stock price correlation
- Understand textual data with Natural Language Processing
- Industry applications: Sentiment long/short in different asset classes. Smart Beta for portfolio construction and re-balance by pair-algorithm
Learning Outcomes:
- Gain hands-on Python experience in building trading strategies and investment portfolios
- Apply the latest Machine Learning techniques and Sentiment Analysis to improve the Quant based research and trading
- Relate the case studies to the practical applications of machine learning in the finance industry
Pre-requisite
Basic Python knowledge
Target Audiences
- Practitioners interested in applying Python in trading and investment
- Professionals who would like to sharpen their skills with the latest AI and Machine Learning technologies
Certificate of Attendance
A Certificate of Attendance will be awarded to participants who have completed the full programme requirement with 75% or above attendance rate.
Date & Time
19 May 2022 (Thu)
9:30am – 1:00pm & 2:00pm – 5:30pm (total 7 hours)
Location
HKPC Building, 78 Tat Chee Avenue, Kowloon Tong
Medium
Cantonese (Supplemented with English)
Programme Fee
HK$3,300 (May apply up to $2,200* subsidy)
Early-bird: HK$2,970, applicable on or before 3 May 2022
* This course is subject to approval under the Reindustrialisation and Technology Training Programme (RTTP ), which offers up to 2/3 course fee reimbursement upon successful applications. For details: https://rttp.vtc.edu.hk
To enrol, please complete the online enrolment form and settle the payment through HKPC Academy website (http://www.hkpcacademy.org). Participants are advised to make registration on or before 3 May 2022.
Trainer
Mr Ken LIU
Mr LIU is co-founder and CTO of Datatact, which is a startup in AI, Machine Learning and Big Data for Trading Strategies and Social Media Analytics. He is a hands-on expert in his specialised area for over 15 years. Prior to Datatact, Ken worked at Citi, Goldman Sachs and Credit Suisse as Algo-Trading developer. Ken earned a Master in Computer Science from University of Southern California and a Bachelor in Computer Science from University of Warwick.