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Overview
Context
A golden rule in investing is to always test the portfolio strategy on historical data, and, once you are trading the strategy, to constantly monitor its performance.
In this Introduction to Portfolio Analysis in R course offered by Data Camp, you will learn this by critically analyzing portfolio returns using the package PerformanceAnalytics.
The course also shows how to estimate the portfolio weights that optimally balance risk and return. This is a data-driven course that combines portfolio theory with the practice in R, illustrated on real-life examples of equity portfolios and asset allocation problems.
If you'd like to continue exploring the data after you've finished this course, the data used in the first three chapters can be obtained using the tseries-package.
Programme Structure
Chapters
- The Building Blocks
- Analyzing Performance
- Performance Drivers
- Optimizing the Portfolio
Key information
Duration
- Part-time
- 1 days
Start dates & application deadlines
You can apply for and start this programme anytime.
Language
English
Delivered
Online
Campus Location
- New York City, United States
Disciplines
Financial Technology View 64 other Short Courses in Financial Technology in United StatesWhat students do after studying
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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
- Intermediate R for Finance
Tuition Fees
Tuition fees are shown in and the most likely applicable fee is shown based on your nationality.
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International Applies to you
Applies to youNon-residentsFree - Out-of-StateFree
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Domestic
Applies to youIn-StateFree
Additional Details
This course can be accessed for free with the Data Camp Premium or Teams subscriptions
Funding
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