SKKU - Introduction to Data Analytics for Investment
- Offered byFutureLearn
Introduction to Data Analytics for Investment at FutureLearn Overview
Duration | 4 weeks |
Total fee | ₹2,763 |
Mode of learning | Online |
Credential | Certificate |
Introduction to Data Analytics for Investment at FutureLearn Highlights
- Earn a certificate upon completion
Introduction to Data Analytics for Investment at FutureLearn Course details
- You’ll learn to analyse and understand past return data and make a future return forecasting model using regression
- The second week will guide you through how to gauge your investment strategy using backtesting
- You’ll utilise the knowledge gained from the first week’s content, as well as your forecasting model, to determine the validity of your investment strategy
- You’ll also expand your knowledge and understanding of assessing investment risks by using probability and statistics to analyse and calculate investment risk
- For the final week, you’ll learn about various types of portfolio and how to assess the performance of your portfolio with help from the experts at Sungkyunkwan University
Introduction to Data Analytics for Investment at FutureLearn Curriculum
Analyzing Past Returns and Forecasting Future Returns
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.
Understanding Risk Using Factors
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.
Portfolio Analysis and Optimization
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.
Performance Analysis
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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