Course Highlights
  • Describe investment models such as CAPM, 3 Factor Model
  • Create an investment factor model using regression
  • Code an optimization algorithm using R standard library
  • Assess portfolio performance levels
Curriculum

7 Topics
Welcome to the course!
What is Quantitative Investing?
Description of the Stock Price Data.
How to Analyze Asset Returns.
What Determines Future Investment Returns?
Forecasting Investment Returns with Factors.
Practice Project Week 1.

6 Topics
How to Evaluate Investment Strategies?
How to Assess Risk.
Analyzing Market Risk Using CAPM.
How to Create a 3 Factor Model with the Tidyverse Package.
What is Risk Factor Analysis and Idiosyncratic Risk Analysis?
Practice Project Week 2.

4 Topics
Downloading Data to Make a Portfolio of Multiple Assets.
Preparing Data for Portfolio Optimization.
How to Create an Optimized Portfolio using Historical Data.
Practice Project Week 3.

7 Topics
Graphing and Comparing Multiple Portfolios.
How to Summarize the Result from Optimization.
How to Add Constraints to Portfolio Optimization.
Evaluate Asset Performance Using PerformanceAnalytics Package.
How to Compare Constrained and Unconstrained Portfolios.
Final project.
Congratulations on finishing the whole course!

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Introduction to Data Analytics for Investment

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