從 0 開始學量化投資:金融教學與 Excel VBA 爬蟲系統實做 ~ 100% 原創

Develop Your Quantitative Investing Skills: From Theory to Practical Excel Systems

This course provides a comprehensive path to becoming a well-rounded quantitative investor, blending fundamental financial theory with practical Excel VBA programming. Whether you're new to quantitative analysis or looking to enhance your skills, this program equips you with the tools and knowledge to build your own automated investment strategies.

Course Overview:

This course is structured into two parts, allowing you to tailor your learning path to your existing skills and interests.

• Part I: Financial Theory & Research (approx. 4 hours): Build a strong foundation in financial principles. We'll explore key academic papers, including discussions of the Fama-French Three-Factor Model (1992) and the Piotroski F-Score (2000), fostering research and analytical capabilities. Note: If you are primarily interested in practical application, you can skip Part I and begin with Part II.
• Part II: Excel VBA & Quantitative System Building (approx. 5 hours): Gain hands-on experience building automated investment systems using Excel VBA. Learn a simple, five-step process to create a quantitative investment decision-making system.

Key Topics Covered:

• Understanding Investment Strategies: In-depth analysis of value stock investing and key financial concepts.
• Quantitative Investment System Development: Learn to build a robust, automated system for making investment decisions.
• Web Scraping with Excel VBA: Automate data collection from the web using Excel VBA. Includes instructions for Excel 2016 (2-1a) and Excel 365+2019 (2-1b) versions.
• Financial Ratio Calculation & Analysis: Master the calculation, processing, and analysis of essential financial ratios.
• Investment Thresholds & Decision Making: Define investment criteria and develop clear investment decisions.
• Automated Reporting: Generate comprehensive investment reports directly from your Excel system.
• Scalable Investment Systems: Create a powerful system capable of analyzing and evaluating a large number of companies.

Who is this course for?

This course is designed for anyone interested in:

• Quantitative Investing: Using data and algorithms to make investment decisions.
• Financial Analysis: Developing a deeper understanding of financial markets and investment strategies.
• Excel VBA Programming: Automating tasks and building custom solutions in Excel.
• Data Analysis: Extracting, processing, and analyzing financial data.

Course Resources:

Downloadable course files are provided for both Part I and Part II, including:

• Part I: Financial theory lecture notes, academic paper download links, and recommended web scraping resources.
• Part II: A complete Excel file for building your quantitative investment system.

Excel Compatibility:

This course is compatible with all published versions of Excel (as of 2025). Specific instructions are provided for different Excel versions (2007, 2010, 2013, 2016, 2019, and 365) regarding web data scraping.

Get the Complete Code:

Complete .doc files and executable .xlsm files are available upon request.

Learning Path:

You can choose to learn Part II (system building) first, then move on to Part I (financial theory), or vice versa. Both parts complement each other, providing a comprehensive understanding of quantitative investing.

Ready to take your investment skills to the next level? Enroll now and start building your own automated investment strategies! Feel free to share any suggestions for course improvement.