SKKU - The Fundamental of Data-Driven Investment
- Offered byCoursera
The Fundamental of Data-Driven Investment at Coursera Overview
Duration | 19 hours |
Start from | Start Now |
Total fee | Free |
Mode of learning | Online |
Official Website | Explore Free Course  |
Credential | Certificate |
The Fundamental of Data-Driven Investment at Coursera Highlights
- Shareable Certificate Earn a Certificate upon completion
- 100% online Start instantly and learn at your own schedule.
- Flexible deadlines Reset deadlines in accordance to your schedule.
- Beginner Level Introductory statistics, introductory
financial economics, and R programming - Approx. 19 hours to complete
- English Subtitles: English
The Fundamental of Data-Driven Investment at Coursera Course details
- 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.
- Additionally, the study note to do using Python programming will be provided.
- The course is designed with the assumption that most students already have a little bit of knowledge in financial economics. Students are expected to have heard about stocks and bonds and balance sheets, earnings, etc., and know the introductory statistics level, such as mean, median, distribution, regression, etc.
- The instructor will explain the detail of R programming for beginners. It will be an excellent course for you to improve your programming skills. If you are very good at R programming, it will provide you an excellent opportunity to practice again with finance and investment examples.
- Professor Youngju Nielsen creates the course with the assistants of Keonwoo Lim and Jeeun Yuen.
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- Coursera Course recommendations before this course for those who are not familiar with basic R programming:
- https://www.coursera.org/projects/getting-started-with-r
- https://www.coursera.org/learn/business-analytics-r
- https://www.coursera.org/specializations/statistics-with-python
The Fundamental of Data-Driven Investment at Coursera Curriculum
Analyzing Past Returns and Forecasting Future Returns
Course Introduction
What is Quantitative Investing?
Description of the Stock Price Data
How to Analyze Asset Returns
What Do Determine Future Investment Returns?
Forecasting Investment Returns with Factors
Python Script for Lecture 2
[Optional] R Script for Lecture 2
DIS Data
Python Script for Lecture 3
[Optional] R Script for Lecture 3
Python Script for Lecture 4
[Optional] R Script for Lecture 4
SP500 Data
Python Script for Lecture 5
[Optional] R Script for Lecture 5
Checking Your Basic R Knowledge
Practice Project Week 1
Understanding the Risk Using Factors
How to Evaluate Investment Strategies?
How to Assess the 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?
Python Script for Lecture 6
[Optional] R Script for Lecture 6
Python Script for Lecture 7
[Optional] R Script for Lecture 7
Python Script for Lecture 8
[Optional] R Script for Lecture 8
Python Script for Lecture 9-10
[Optional] R Script for Lecture 9
[Optional] R Script for Lecture 10
Practice Project Week 2
Portfolio Analysis and Optimization
How to Get Data to Make a Portfolio of Multiple Assets
How to preparing Data for Portfolio Optimization
How to Create an Optimized Portfolio using Historical Data
Python Script for Lecture 11
[Optional] R Script for Lecture 11
Python Script for Lecture 12
[Optional] R Script for Lecture 12
Python Script for Lecture 13
[Optional] R Script for Lecture 13
Practice Project Week 3
Performance Analysis
Drawing 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
[Optional] R Script for Lecture 14
SP500MonthlyExcel Data
Python Script for Lecture 15
[Optional] R Script for Lecture 15
Python Script for Lecture 16
[Optional] R Script for Lecture 16
Python Script for Lecture 17
[Optional] R Script for Lecture 17
Python Script for Lecture 18
[Optional] R Script for Lecture 18
Final Project
The Fundamental of Data-Driven Investment at Coursera Admission Process
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