Course Outline
Introduction
Configuring 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
Data Access with R
- Reading and writing CSV data
- Accessing data within an SQL database
Data Visualization with R
- Creating plots with R
Data Analysis 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
- Conducting 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
- Executing fixed-income analysis and option pricing
Deploying Your R Application to Production
- Integrating your application with Excel and other web applications
Application Performance
- Optimizing your application
- R multiprocessing
Troubleshooting
Closing Remarks
Requirements
- A working knowledge of finance (securities, derivatives, etc.)
- A strong foundation in mathematics
- Programming experience in any language is advantageous but not mandatory
Testimonials (3)
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
Experience and provide necessary information to the topics