Bloomberg Terminal & BQuant Quantitative Analysis Platform
The department is equipped with the Bloomberg Terminal, providing students with real-time and comprehensive global financial market data. In addition, the BQuant (Bloomberg Quant) platform is integrated to cultivate students’ ability to perform financial data analysis and develop trading strategies using programming languages.
The BQuant platform combines Python with extensive financial databases, enabling students to conduct data processing, visualization, and backtesting in a cloud-based environment. This hands-on experience with industry-standard quantitative research tools enhances students’ practical fintech capabilities.
- Access real-time global financial data (stocks, bonds, foreign exchange, etc.)
- Support Python-based data analysis (Pandas, NumPy)
- Develop and backtest quantitative investment strategies
- Perform data visualization and interactive chart analysis
- Cloud-based notebook environment for research and collaboration
Quantitative Strategy Performance Comparison
Using the BQuant platform, students can compare multiple investment strategies simultaneously, evaluating key performance metrics such as Sharpe Ratio, returns, and maximum drawdown.
Technical Analysis and Trading Strategy Implementation
Students apply technical indicators such as Bollinger Bands to construct mean-reversion strategies, analyzing trading signals and cumulative returns.
Pairs Trading Analysis
Statistical methods are used to analyze the relationship between two assets, constructing spread and Z-score models to design quantitative arbitrage strategies.
Index Arbitrage Backtesting Results
This example illustrates the relative price spread between TSMC and the market index. Z-score is applied to identify arbitrage opportunities and evaluate cumulative returns.
By integrating the Bloomberg Terminal and BQuant platform into the curriculum,
students gain direct exposure to industry practices, developing interdisciplinary expertise in data analysis,
programming, and quantitative investment.