고려대학교 금융 빅데이터 학회 (Financial Big data Analysis) 회원을 모집합니다.

고려대학교 금융 빅데이터 학회 Financial Big data Analysis 에서 학회원 모집합니다.
타대생 및 직장인 분들 환영합니다. 많은 지원 부탁드립니다.

학회에 대한 내용은 아래 글을 참조하시고, 더 궁금한 사항이 있으면 카톡으로 문의 부탁드립니다.

Kakao ID: Jungoh0505
Email: recruit.fba.trading.group@gmail.com

Additional Information about FBA

i.        Overview

We study the field at the intersection of Data Science and application in quantitative finance. We create investment portfolio and it will be applied when we make investment decisions.
In detail, we bring application of practical cutting-edge Data Science technologies into traditional and alternative investment strategies.
As a group, we believe in the power of collective intelligence. We share ideas and analysis, and we fully committed to sharing our research and insights with the world’s investment community.

ii.        Data Science and Finance

Analyzing diverse financial data using data analysis technics such as regression, data mining, etc. is not new. It had not been classified as a mainstream in finance yet and there are ample opportunities to explore novel investment strategies.
Along with emerging Data Science, we have strong conviction of developing Alpha generating algorithms.

iii.        Our Vision

There is a limit of making alpha from traditional investment strategies using financial data such as stock, bond, derivatives. That is, there is no reason to obsessed with widely used data.
We search for new data. We explore unreleased data from extracting quantitative data from qualitative data.
It takes intense curiosity, craving innovation in research in the global financial markets, their behaviors, drivers, and signals.

iv.        FBA Club

FBA Club is subset of FBA Trading Group and Club members are intellectuals who are highly interested in quantitative finance and pursuing careers in Finance industry.

There are diverse goals of FBA Club
1.        We educate undergraduates in great details (from basic to advanced level) who are pursuing careers as a quantitative analyst.
2.        Before entering Finance industry, we provide people practical analyzing and investment experiences, and offer direct and indirect interaction with people working in the field.
3.        We explore exotic and creative investment strategies that are not executed commonly.

FBA Club Members
-        Amsterdam Branch (in progress, 4 members)
-        Carnegie Mellon Branch (in progress, 2 members)
-        Columbia Branch (in progress, 2 members)
-        Cornell Branch (in progress, 7 members)
-        Korea Branch (58 members)
-        Pennsylvania Branch (in progress, 4 members)
-        Yale Branch (in progress, 2 members)

FBA Committees
Strategies

Operation
-        Recruitment Sector
-        Team Management Sector (Team Memos, Monthly Report, etc.)
-        External Affair Sector (Club events, Web site, Facebook group, etc.)

Resources
-        Education Sector (Educational resources, etc.)
-        Archive Sector (Reports by topic, etc.)
-        
Accounting

Meeting
-        Weekly: Team Session
-        Monthly: Club Session

FBA Club Training Program

Program Schedule
- Preliminary Session
- First Project
- Intermediate Session
- Second Project
- Advanced Session
- Final Project

Program Details
Preliminary Session
        Finance
-        Investments [Bodie, Kane, Marcus]

Quantitative Methods
-        Quantitative Methods in Finance [Carol Alexander]

Computer Science
-        Introduction to Python (e.g., Algorithmic trading using Python)
-        Machine Learning [Udacity, Lecture by hunkim]

Intermediate Session
-        Options, futures, and other derivatives [John Hull]
-        Quantitative Trading [Ernest Chan]
-        Reinforcement Learning
-        Algorithmic Trading

Advance Session
-        Mastering Python for Finance (James Ma Weiming)
-        Introduction to C++ for Financial Engineers (Daniel Duffy)
-        Introduction to R programming
-        Introduction to SAS and SQL

First Project
-        Get to know about Momentum Strategies and body out “Applying deep learning to enhance momentum trading strategies in stocks”, and finally, we will analyze the results.

Second, and Final Projects are TBA

출처 : 고려대학교 고파스 2024-04-27 22:35:19: