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 logical testing
Accessing Data with R
- Reading and writing CSV files
- Connecting to SQL databases
Visualizing Data with R
- Creating plots using 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
- 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
- Conducting fixed-income analysis and option pricing
Deploying Your R Application
- Integrating your application with Excel and other web applications
Application Performance
- Optimizing your application
- R multiprocessing
Troubleshooting
Closing Remarks
Requirements
- Foundational knowledge of finance (e.g., securities, derivatives)
- Strong mathematical background
- Programming experience is beneficial but not mandatory
Testimonials (4)
Good communication, open for discussion, kept it interesting and engaging
Ahmet Keyman - Keytrade AG
Course - Management Accounting and Finance for Non-Finance Professionals
Experience of the trainer and his way of conveying the content
Roggli Marc - Bechtle Schweiz AG
Course - FinOps
The trainer did not leave a single minute unexploited! He was up a storm throughout every lesson and provided much material for whatever he dealt with.
Elpida - Unemployed
Course - Anti-Money Laundering (AML) and Combating Terrorist Financing (CTF)
The subject matter and the pace were perfect.