Overview
Context
If you've ever done anything with financial or economic time series, you know the data come in various shapes, sizes, and periodicities. Getting the data into R can be stressful and time-consuming, especially when you need to merge data from several different sources into one data set.
What you will do during this course in this Importing and Managing Financial Data in R course offered by Data Camp:
- A wealth of financial and economic data are available online. Learn how getSymbols() and Quandl() make it easy to access data from a variety of sources.
- You've learned how to import data from online sources, now it's time to see how to extract columns from the imported data. After you've learned how to extract columns from a single object, you will explore how to import, transform, and extract data from multiple instruments.
- Learn how to simplify and streamline your workflow by taking advantage of the ability to customize default arguments to getSymbols(). You will see how to customize defaults by data source, and then how to customize defaults by symbol. You will also learn how to handle problematic instrument symbols.
- You've learned how to import, extract, and transform data from multiple data sources. You often have to manipulate data from different sources in order to combine them into a single data set. First, you will learn how to convert sparse, irregular data into a regular series. Then you will review how to aggregate dense data to a lower frequency. Finally, you will learn how to handle issues with intra-day data.
- You've learned the core workflow of importing and manipulating financial data. Now you will see how to import data from text files of various formats. Then you will learn how to check data for weirdness and handle missing values. Finally, you will learn how to adjust stock prices for splits and dividends.
Programme Structure
Chapters
- Downloading Data
- Extracting and transforming data
- Managing data from multiple sources
- Aligning data with different periodicities
- Importing text data, and adjusting for corporate actions
Key information
Duration
- Part-time
- 1 days
Start dates & application deadlines
Language
Delivered
Campus Location
- New York City, United States
Disciplines
Financial Technology View 60 other Short Courses in Financial Technology in United StatesWhat students do after studying
Academic requirements
We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.
English requirements
We are not aware of any English requirements for this programme.
Other requirements
General requirements
PREREQUISITES
- Manipulating Time Series Data in R
Tuition Fees
-
International Applies to you
Applies to youNon-residents31 USD / full≈ 31 USD / full - Out-of-State31 USD / full≈ 31 USD / full
-
Domestic
Applies to youIn-State31 USD / full≈ 31 USD / full
Additional Details
This course can be accessed for free with the Data Camp Premium or Teams subscriptions priced at €27 per month