CFA L2 科目一 : 計量分析 + 科目二 : 經濟學

數量分析：掌握核心技能，助力數據洞察

This course delves into quantitative analysis, equipping you with essential skills for interpreting and leveraging data. Key areas covered include:

• Review of Foundational Concepts: A solid base in fundamental statistical knowledge.
• Least Squares Method: Understanding and applying the least squares technique.
• Linear Regression: Mastering linear regression models for prediction and analysis.
• Time Series Analysis: Analyzing data points indexed in time order, including identifying trends and patterns.
• Machine Learning: Exploring the principles and applications of machine learning techniques.
• Big Data Analysis: Gaining insights from large datasets using big data analysis methods.

經濟學：理解全球經濟與金融動態

This course provides a comprehensive overview of key economic principles and financial concepts. Core topics include:

• Foreign Exchange Rates: A detailed examination of foreign exchange rates and their determinants.
• Purchasing Power Parity (PPP): Understanding various PPP theories and their implications.
• FX Arbitrage: Exploring strategies for profiting from foreign exchange arbitrage opportunities.
• Balance of Payments (BOP): Analyzing the international balance of payments, including the current and capital accounts.
• Exchange Rate Management: Understanding different approaches to exchange rate management.
• Economic Growth Theory: Exploring the drivers and factors influencing economic growth.
• Economic Regulation: An introductory look at economic regulation and its impact.

Quantitative Analysis Highlights:

This section focuses on practical applications, including:

• Regression Analysis: A deep dive into regression analysis, covering model building, ANOVA tables, and interpretation of results. Learn to identify and address issues with model fit and assumptions.
• Time Series Modeling: Learn to differentiate between various time series models (trend, AR, ARCH) and apply appropriate techniques. Concepts like random walks and cointegration are also explored.

Economics Highlights:

The economics portion concentrates on:

• Foreign Exchange Rate Calculations: Calculating exchange rates based on bid-ask spreads and forward currency values.
• Interest Rate Parity: Understanding and applying covered and uncovered interest rate parity principles.
• Forward Rate Parity: Exploring the concept of forward rate parity.
• Monetary and Fiscal Policy: An overview of monetary policy and fiscal policy and their impact on the economy.