投資組合建構與管理之財務工程平台

Abstract

本論文研製之財務工程平台是以投資組合建構與管理為導向之系統平台，其具有友善的視覺化人機介面，並兼具完整的擴充性。可分別提供不同撰寫程式能力的使用者還使用。對一般資產管理者或學生，其可利用此平台之功能檢視與管理其投資組合；而對於財工專業人士也可自行撰寫程式，具備此等擴充性。若廠商有興趣也可開發適合此平台使用的套件。運用此平台，可以將台灣現有深厚的資訊硬體與軟體基礎，配合高速運算技術，結合財務、統計、數學、物理及資訊學術的力量，發展出類似電子資訊工業的電子設計自動化(Electronic Design Automation, EDA)的金融商品設計自動化(Financial Design Automation, FDA)工具，進而讓金融商品產業的分工產生變革。

A platform developed in this thesis is a financial engineering one object to construct and manage the portfolios. It has not only a friendly user interface but also the flexibility and extensibility for different kinds of users. The asset manager or the students can use this to create and back-testing their portfolios without coding. The financial engineers or quants can code by themselves with such flexibility. If third-party vendors are interested with developing components, they can provide such components/suits used in this platform. Via this platform we can use the current Taiwan’s robust base at the information technology of the hardware and software combined with the computation, finance, statistics, math, physics and IT’s scholar powers to develop a financial design automation similar to electronics design automation. And then to push the financial industry has a revolution.