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The Fundamental of Data-Driven Investment · LearnSpace
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The Fundamental of Data-Driven Investment

Курс от Sungkyunkwan University
Начальный≈ 18.8 чАнглийский
О курсеНавыкиПрограммаПреподаватели

О курсе

In this course, the instructor will discuss the fundamental analysis of investment using R programming. The course will cover investment analysis topics, but at the same time, make you practice it using R programming. This course's focus is to train you to do the elemental analysis for investment management that you might need to do in your job every day. Additionally, the study note to do using Python programming will be provided. The course is designed with the assumption that most students already have a little bit of knowledge in financial economics. Students are expected to have heard about stocks and bonds and balance sheets, earnings, etc., and know the introductory statistics level, such as mean, median, distribution, regression, etc. The instructor will explain the detail of R programming for beginners. It will be an excellent course for you to improve your programming skills. If you are very good at R programming, it will provide you an excellent opportunity to practice again with finance and investment examples. Professor Youngju Nielsen creates the course with the assistants of Keonwoo Lim and Jeeun Yuen. =========================================================================================== Coursera Course recommendations before this course for those who are not familiar with basic R programming: <Getting Started with R> https://www.coursera.org/projects/getting-started-with-r <Introduction to Business Analytics with R> https://www.coursera.org/learn/business-analytics-r <Statistics with Python > https://www.coursera.org/specializations/statistics-with-python

Навыки, которые вы освоите

Risk ManagementPortfolio ManagementData ManipulationRisk AnalysisFinancial ForecastingRegression AnalysisTime Series Analysis and ForecastingR ProgrammingCorrelation AnalysisRisk ModelingFinancial AnalysisInvestmentsInvestment ManagementPerformance AnalysisMarket DataPortfolio RiskR (Software)Statistical ProgrammingFinancial DataFinancial Modeling

Программа курса

4 модулей · 59 учебных материалов

01Analyzing Past Returns and Forecasting Future Returns18 материалов

L0. Course Introduction

Course IntroductionВидео

L1. What is Quantitative Investing?

What is Quantitative Investing?ВидеоChecking Your Basic R KnowledgeЗадание

L2. Description of the Stock Price Data

Description of the Stock Price DataВидео

Учитесь у экспертов

Youngju Nielsen

Преподаватель курса

The Fundamental of Data-Driven Investment
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Обучение на Coursera

≈ 18.8 ч

4 модулей

Язык: Английский

Субтитры: Арабский, Французский, Украинский, Китайский (Китай), Греческий, Итальянский, Бразильский португальский, Нидерландский, Корейский, Немецкий, Русский, Тайский, Индонезийский, Шведский, Турецкий, Испанский, Хинди, Японский, Казахский, Польский

Часть программы вашего университета
Python Script for Lecture 2Чтение
[Optional] R Script for Lecture 2Чтение
DIS DataЧтение

L3. How to Analyze Asset Returns

How to Analyze Asset ReturnsВидеоPython Script for Lecture 3Чтение[Optional] R Script for Lecture 3Чтение

L4. What Do Determine Future Investment Returns?

What Do Determine Future Investment Returns?ВидеоPython Script for Lecture 4Чтение[Optional] R Script for Lecture 4ЧтениеSP500 DataЧтение

L5. Forecasting Investment Returns with Factors

Forecasting Investment Returns with FactorsВидеоPython Script for Lecture 5Чтение[Optional] R Script for Lecture 5Чтение

Practice Project Week 1

Practice Project Week 1Задание
02Understanding the Risk Using Factors15 материалов

L6. How to Evaluate Investment Strategies?

How to Evaluate Investment Strategies?ВидеоPython Script for Lecture 6Чтение[Optional] R Script for Lecture 6Чтение

L7. How to Assess the Risk?

How to Assess the Risk?ВидеоPython Script for Lecture 7Чтение[Optional] R Script for Lecture 7Чтение

L8. Analyzing Market Risk Using CAPM

Analyzing Market Risk Using CAPMВидеоPython Script for Lecture 8Чтение[Optional] R Script for Lecture 8Чтение

L9. How to Create a 3 Factor Model with the Tidyverse Package

How to Create a 3 Factor Model with the Tidyverse PackageВидеоPython Script for Lecture 9-10Чтение[Optional] R Script for Lecture 9Чтение

L10. What is Risk Factor Analysis and Idiosyncratic Risk Analysis?

What is Risk Factor Analysis and Idiosyncratic Risk Analysis?Видео[Optional] R Script for Lecture 10Чтение

Practice Project Week 2

Practice Project Week 2Задание
03Portfolio Analysis and Optimization10 материалов

L11. How to Get Data to Make a Portfolio of Multiple Assets

How to Get Data to Make a Portfolio of Multiple AssetsВидеоPython Script for Lecture 11Чтение[Optional] R Script for Lecture 11Чтение

L12. How to preparing Data for Portfolio Optimization

How to preparing Data for Portfolio OptimizationВидеоPython Script for Lecture 12Чтение[Optional] R Script for Lecture 12Чтение

L13. How to Create an Optimized Portfolio using Historical Data

How to Create an Optimized Portfolio using Historical DataВидеоPython Script for Lecture 13Чтение[Optional] R Script for Lecture 13Чтение

Practice Project Week 3

Practice Project Week 3Задание
04Performance Analysis16 материалов

L14. Drawing and Comparing Multiple Portfolios

Drawing and Comparing Multiple PortfoliosВидео[Optional] R Script for Lecture 14ЧтениеSP500MonthlyExcel DataЧтение

L15. How to Summarize the Result from Optimization

How to Summarize the Result from OptimizationВидеоPython Script for Lecture 15Чтение[Optional] R Script for Lecture 15Чтение

L16. How to Add Constraints to Portfolio Optimization

How to Add Constraints to Portfolio OptimizationВидеоPython Script for Lecture 16Чтение[Optional] R Script for Lecture 16Чтение

L17. Evaluate Asset Performance Using PerformanceAnalytics Package

Evaluate Asset Performance Using PerformanceAnalytics PackageВидеоPython Script for Lecture 17Чтение[Optional] R Script for Lecture 17Чтение

L18. How to Compare Constrained and Unconstrained Portfolios

How to Compare Constrained and Unconstrained PortfoliosВидеоPython Script for Lecture 18Чтение[Optional] R Script for Lecture 18Чтение

Final Project

Final ProjectЗадание