UIUC - Applying Data Analytics in Finance 

Coursera Course Introduction ***

Instructor Bio: Jose Rodriguez ***

Interview with Jose Rodriguez

Syllabus

Glossary

Resources for R

About the Discussion Forums

Orientation Quiz

Module 1 Overview ***

Jose Rodriguez: Forecasting in Practice

Lesson 1-1.1 Subjective Forecasting

Lesson 1-1.2 Business Forecasting and Time Series Data

Lesson 1-2.1 Introduction to Financial Analytics

Lesson 1-3.1 Forecasting Performance Measurements: Distance

Lesson 1-3.2 Forecasting Performance Measurements: Metrics

Module 1 Overview

Module 1 Readings

Lesson 1-1 Practice Quiz

Lesson 1-2 Practice Quiz

Lesson 1-3 Practice Quiz

Module 1 Quiz

Module 1 Lab Exercise Quiz

Module 2 Overview ***

Jose Rodriguez: Forecasting Models in Practice

Lesson 2-1.1 Introduction to Forecasting: Average Method

Lesson 2-1.2 Introduction to Forecasting: Naive Method

Lesson 2-1.3 Introduction to Forecasting: Linear Regression ***

Lesson 2-1.4 Introduction to Forecasting: R Example

Lesson 2-2.1 Moving Averages

Lesson 2-3.1 Introduction to Exponential Smoothing

Lesson 2-3.2 Simple Exponential Smoothing

Lesson 2-3.3 Simple Exponential Smoothing: R Example

Lesson 2-4.1 Holt's Exponential Smoothing

Lesson 2-4.2 Holt-Winter's Forecasting Model

Lesson 2-4.3 Holt-Winter's Model: R Example

Lesson 2-5.1 Autoregression

Lesson 2-5.2 Autoregression: R Example

Module 2 Overview

Module 2 Readings

Lesson 2-1 Practice Quiz

Lesson 2-2 Practice Quiz

Lesson 2-3 Practice Quiz

Lesson 2-4 Practice Quiz

Lesson 2-5 Practice Quiz

Module 2 Quiz

Module 2 Lab Exercise Quiz

Module 3 Overview ***

Jose Rodriguez: ARIMA in Practice

Lesson 3-1.1 Stationarity: Introduction

Lesson 3-1.2 Stationarity: Differencing

Lesson 3-2.1 ARIMA: Introduction

Lesson 3-2.2 ARIMA: Components

Lesson 3-2.3 ARIMA: Model and R Example Part 1

Lesson 3-2.4 ARIMA: Model and R Example Part 2

Lesson 3-2.5 ARIMA: Model and R Example Part 3

Lesson 3-2.6 ARIMA: Model and R Example Part 4

Lesson 3-2.7 ARIMA: Model and R Example Part 5

Module 3 Overview

Module 3 Readings

Lesson 3-1 Practice Quiz

Lesson 3-2 Practice Quiz

Module 3 Quiz

Module 3 Lab Exercise Quiz

Module 4 Overview ***

Jose Rodriguez: Portfolios in Practice

Lesson 4-1.1 Portfolio Theory: Introduction

Lesson 4-1.2 Portfolio Theory: Expected Returns

Lesson 4-1.3 Portfolio Theory: Risk of a Security

Lesson 4-1.4 Portfolio Theory: Efficient Frontier

Lesson 4-1.5 Portfolio Theory: Portfolio Weights

Lesson 4-1.6 Portfolio Theory: Capital Allocation Line

Lesson 4-1.7 Portfolio Theory: Diversification

Lesson 4-2.1 Introduction to Algorithmic Trading

Lesson 4-2.2 Introduction to Algorithmic Trading: Trend Following Strategy

Lesson 4-2.3 Introduction to Algorithmic Trading: Backtesting

Lesson 4-2.4 Introduction to Algorithmic Trading: R Example

Lesson 4-2.5 Introduction to Algorithmic Trading: Conclusion

Course Summary: Applying Data Analytics in Finance

Module 4 Overview

Module 4 Readings

Lesson 4-1 Practice Quiz

Lesson 4-2 Practice Quiz

Module 4 Quiz

Module 4 Lab Exercise Quiz