Track
Quantitative Analyst in R
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Track Description
Quantitative Analyst in R
Become a Quantitative Analyst with R
Launch your quantitative finance career by mastering the skills to evaluate asset prices, balance risk, and uncover trading opportunities using R. In this Track, you'll learn how to manipulate time series data, build forecasting models, analyze portfolios, and manage risk. Hands-on exercises with real financial data ensure you're ready to apply your skills in the workplace.Master the Quantitative Analyst Toolbox
Gain proficiency in the core techniques used by quantitative analysts, including cleaning, manipulating, and visualizing time series data with packages like zoo, xts, and lubridate. You'll also explore ARIMA and exponential smoothing models for forecasting, portfolio optimization strategies, credit risk assessment using logistic regression, and value-at-risk models for market risk quantification.Solve Real-World Financial Challenges with R
Apply your skills to projects that reflect the day-to-day work of a quantitative analyst:- Evaluate bond prices and protect against interest rate changes
- Optimize asset allocation to balance risk and return
- Build and backtest signal-based trading strategies
- Estimate the likelihood of credit default for lending decisions
- Analyze risk factor returns and estimate value-at-risk
Why R for Quantitative Finance?
R has become the go-to programming language for quantitative finance thanks to its powerful data manipulation tools, state-of-the-art time series modeling, and active community of financial experts. Its open-source nature ensures access to the latest techniques, while packages like quantmod and PerformanceAnalytics provide a robust framework for financial analysis.Advance Your Quantitative Finance Career with R Skills
By completing this Track, you'll have the skills and confidence to:- Pursue quantitative analyst, risk management, and trading strategy roles
- Make data-driven financial decisions to optimize portfolios
- Collaborate with other analysts using the common language of R
- Stay ahead of the curve with cutting-edge modeling techniques
Prerequisites
There are no prerequisites for this trackCourse
Learn essential data structures such as lists and data frames and apply that knowledge directly to financial examples.
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Learn about how dates work in R, and explore the world of if statements, loops, and functions using financial examples.
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Master time series data manipulation in R, including importing, summarizing and subsetting, with zoo, lubridate and xts.
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Learn how to access financial data from local files as well as from internet sources.
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Learn the core techniques necessary to extract meaningful insights from time series data.
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Become an expert in fitting ARIMA (autoregressive integrated moving average) models to time series data using R.
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Strengthen your knowledge of the topics covered in Manipulating Time Series in R using real case study data.
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Learn how to make predictions about the future using time series forecasting in R including ARIMA models and exponential smoothing methods.
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Learn how to visualize time series in R, then practice with a stock-picking case study.
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Apply your finance and R skills to backtest, analyze, and optimize financial portfolios.
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Advance you R finance skills to backtest, analyze, and optimize financial portfolios.
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Learn to use R to develop models to evaluate and analyze bonds as well as protect them from interest rate changes.
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Apply statistical modeling in a real-life setting using logistic regression and decision trees to model credit risk.
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Work with risk-factor return series, study their empirical properties, and make estimates of value-at-risk.
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This course covers the basics of financial trading and how to use quantstrat to build signal-based trading strategies.
Complete
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