Course Outline
Introduction
Setting up the IDE (Integrated Development Environment)
- RStudio
R Programming Fundamentals
- R objects: vectors, matrices, arrays, data frames and lists
- Flow control: branching, looping and truth testing
Accessing Data with R
- Reading and writing CSV data
- Accessing data in an SQL database
Visualizing Data with R
- Plotting with R
Analyzing Data with R
- Manipulating data frames
- Descriptive statistics
Inference and Time Series Analysis
- Analyzing time series data in financial markets
- Volatility modeling for high frequency financial data
Simulating Asset Price Trajectories
- Monte Carlo simulation
Asset Allocation and Portfolio Optimization
- Performing capital allocation, asset allocation, and risk assessment
- Regression analysis
Risk Analysis and Investment Performance
- Defining and solving portfolio optimization problems
- VaR and ES
Fixed-Income Analysis and Option Pricing
- Performing fixed-income analysis and option pricing
Taking Your R Application into Production
- Integrating your application with Excel and other web applications
Application Performance
- Optimizing your application
- R multiprocessing
Troubleshooting
Closing Remarks
Requirements
- An understanding of finance (securities, derivatives, etc.)
- A solid grasp of mathematics
- Programming experience in any language is helpful but not required
Testimonials (5)
A lot of patience
Mateusz - WestWind Energy Polska Sp. z o.o.
Course - ArcGIS for Spatial Analysis
Machine Translated
The trainer adapted the materials and contents to what he thought would be best for us and he succeeded. The quality of the training was excellent.
Jorge Sanchez Hernandez - CSMART - Carnival
Course - QGIS for Geographic Information System
Professional and very practical, usuefull in a daily work
Jozefin Rékasi - SC Automobile Dacia SA
Course - Advanced Data Analysis with TIBCO Spotfire
It covered the areas i said i was interested in before the course: data relationships, using python script. Connecting to databases will be covered in the advanced module.
Cristian Tudose - SC Automobile Dacia SA
Course - Introduction to Spotfire
I genuinely enjoyed the lots of labs and practices.