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.
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The Fundamental of Data-Driven Investment
성균관대학교이 강좌에 대하여
Introductory statistics, introductory financial economics, and R programming
배울 내용
Build an investment factor model using regression methodology
Employ optimization algorithm using R standard library
Explain the portfolio performance
귀하가 습득할 기술
- Build an investment factor model using regression methodology.
- Explain the portfolio performance.
- Employ optimization algorithm using R standard library.
Introductory statistics, introductory financial economics, and R programming
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성균관대학교
Sungkyunkwan University (SKKU) was established in 1398 as the highest national educational institute in the early years of Joseon Dynasty in Korea. At present with the support of the world-renowned global company Samsung, SKKU is leading the development of higher education in Korea. SKKU actively encourages international collaboration through developing cutting-edge research and educational programs with its global partners.
강의 계획표 - 이 강좌에서 배울 내용
Analyzing Past Returns and Forecasting Future Returns
You will learn how to read stock price time-series data from CSV file and analyze the past return data.
Understanding the Risk Using Factors
First of all, you will learn how you can gauge investment strategy using backtesting.
Portfolio Analysis and Optimization
In this week, This week, you will download various global ETFs and make global asset allocation portfolio using mean-variance optimization.
Performance Analysis
You will learn about various portfolios other than a mean-variance optimized portfolio. Additionally, you will add a constraint to your portfolio optimization. In reality, you might need to consider more than volatility measured by return standard deviation. You will grasp the concepts of VaR, maximum drawdowns and CvaR, etc.
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