• Mon, Thu, 7:00pm - 10:00pm

• Kowloon East Campus
• Kowloon West Campus
• Hong Kong Island Campus

Module 1: Python for Financial Analytics (30 hours)

1. Introduction to Python programming
   1. IDLE environment for Python
   2. Python modules and library
   3. Data Structures, conditional execution and iterations
2. Mathematics and Statistics for Financial Analytics
   1. Mathematical computation using Python
   2. Statistics using Python
   3. Data Visualization using Python
3. Applications of Financial Analytics for Modelling and Simulation
   1. Introduction to Financial Analytics
   2. Regression model for predictive analytics
   3. Binomial model for bond and option pricing
   4. Black–Scholes model and option implied volatility
   5. Risk modelling for financial risk management
   6. Monte Carlo Simulation for asset pricing
   7. Simulations using time series models

Assessment method:  In-class exercise + group presentation

Module 2: Machine Learning and Algorithmic Trading (30 hours)

1. AI and Machine Learning
   1. Development of AI and Machine Learning (ML)
   2. Mathematical concepts for Machine Learning
   3. Applications of Machine Learning and Deep Learning: Natural Language Processing, Sentimental Analysis
2. Learning Algorithms and Models
   1. Supervised Learning: Support Vector Machine, Decision Tree, Random Forest, Regression
   2. Unsupervised Learning: Clustering, Neural Networks, Principal Component Analysis
   3. Reinforcement Learning: Markov Decision Processes, Q-Learning, Policy Gradients
   4. Illustration of computer coding about related algorithms and models for investment
3. Algorithmic Trading
   1. Investment strategies for algorithmic trading
   2. Trading Execution Algorithms
   3. Strategy Implementation Algorithms
   4. Stealth/Gaming Algorithms
   5. Arbitrage Opportunities
   6. Illustration of computer coding of trading algorithms

Assessment method:  In-class exercise + group presentation

The Executive Diploma will be conferred to candidates who have attained PASS grade and achieved at least 70% attendance of the programme.

Students completing Module 1 can exit the programme with the intermediate award, Executive Certificate in Financial Analytics.
For students completing both Modules 1 and 2, they can get the award of Executive Diploma in Financial Analytics.

Teacher

(2) Mr. Ken Liu
Mr. Liu, co-founder and CTO of Datatact Ltd, a startup focus on AI, Machine Learning and Big Data analytics. He is a hands on expert in his specialized area for over 10 years.  Prior to Datatact, Ken worked at Citi, HSBC, Goldman Sachs, Deutsche Bank and Credit Suisse as Algo-Trading developer. Ken earned a Master in Computer Science from USC and a Bachelor in Computer Science from University of Warwick.

(3) Mr. Stephen Cheng
Mr. Stephen Cheng has over 30 Years of experience in the IT industry, with senior positions at international corporations such as Oracle, Hewlett Packard, Digital Equipment Corporation, Compaq Computer, Portal Software, Amdocs. Mr. Cheng’s broad industrial experience ranges from R&D, Software development, Consulting, Marketing, Pre-sales and Professional Services.  Stephen has a strong track record in delivering successful projects worldwide:  Swisscom, Vodafone, China Mobile, Smartone, HSBC, Telstra etc. Mr. Cheng holds a Bachelor of Arts (Physics) from Vassar College; MS and MBA from Rensselaer Polytechnic Institute and Babson College in the US. Mr. Cheng is currently working on a project at the Hong Kong Chinese University, applying Machine Learning and AI techniques on Traditional Chinese Medicine.

(4) Mr. Hong Lin
Mr. Lin has possessed fruitful experience in Fintech development and digital transformation across retail and institutional businesses in Citigroup. Over the past three years, Mr. Lin has acted as an innovator by promoting big data analysis and managing a series of automation projects, covering the full process from streamlining to solution delivery with Automation Anywhere, Python, and VBA. Recently, his primary task is to digitalize the business risk management for the bank’s prime brokerage business with data and automation technologies.
Mr. Lin started his career journey as a business intelligence engineer focusing on Fintech solution development and sales opportunities discovery thru data analysis. In 2017, he engaged in an AI Financial Advisory development by backward engineering trading strategies and analyzing financial news with Natural Language Processing techniques (NLP) in Ping An Securities. In 2018, Mr. Lin led a market research project to optimize product lines thru analyzing more than 100,000 lines of customer reviews on the Internet with web-scraping and NLP. 
Mr. Lin graduated from the University of California, Davis with a Bachelor of Science degree in Managerial Economics Development under Trade and Development of Agricultural Commodities, and the Hong Kong University of Science and Technology with a Master of Science degree in Business Analytics.

(5) Mr. Kevin Leung
Mr. Leung is a seasoned accountant with advanced data analytics and programming skills. He worked at several leading corporations in different industries and supervised teams to drive technological innovation in finance operations. He is also a lecturer, teaching financial analytics and business management courses. He holds an MSc (Distinction) in Business Analytics from the Hong Kong Polytechnic University and a BA (First Class Honours) in Integrated Business and Global Studies from Centennial College. He published a research paper on big data analytics in a reputable journal. Through his professional and academic background, he would like to share his experience in building financial and statistical models by spreadsheet and programming, applying ERP and BI software to data analysis and automating operational processes.

(6) Mr. Honcy Lee
Mr. Lee, founder and director of Oneness Capitals Co., Ltd., a company provides information technology and financial data analytics services. Prior to Oneness Capitals, Lee had worked in a private tech company as a managing director and several multi-national financial institutions over a decade. Apart from his above major works, he taught Python Data Analytics course in institutes. Mr. Lee holds BA in Accounting & Finance and studied PgD in Financial Analytics & Algo Trading.

Timetable

Module 1: Python for Financial Analytics

Module 2: Machine Learning and Algorithmic Trading 

Remarks: Tentative timetable is subject to change, and course commencement is subject to sufficient enrollment numbers.

HK$150 (Student only needs to pay one time application fee for all EC in Big Data Series)

• $9,200 per module; $18,400 per programme (Course fees are subject to change without prior notice)

Applicants shall hold:
a)    a bachelor’s degree awarded by a recognized University or equivalent; or
b)   an Associate Degree/ a Higher Diploma or equivalent, and have at least 2 years of relevant working experience.

Applicants with qualifications in quantitative areas (e.g., mathematics, engineering, statistics, computer science, economics, finance) are preferred. 

Applicants with other qualification and substantial senior level work experience will be considered on individual merit.

**Please upload copy of HKID and proof of degree while applying online. 

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