Course Outline
Introduction
Configuring the IDE (Integrated Development Environment)
- RStudio
Fundamentals of R Programming
- R objects: vectors, matrices, arrays, data frames, and lists
- Control flow: conditional branching, loops, and logical testing
Data Access with R
- Importing and exporting CSV data
- Connecting to SQL databases
Data Visualization with R
- Creating plots and visualizations in R
Data Analysis with R
- Manipulating data frames
- Computing descriptive statistics
Inference and Time Series Analysis
- Analyzing time series data in financial markets
- Modeling volatility for high-frequency financial data
Simulating Asset Price Pathways
- Monte Carlo simulation techniques
Asset Allocation and Portfolio Optimization
- Executing capital allocation, asset allocation, and risk assessment
- Conducting regression analysis
Risk Analysis and Investment Performance Evaluation
- Defining and solving portfolio optimization problems
- Calculating VaR (Value at Risk) and ES (Expected Shortfall)
Fixed-Income Analysis and Option Pricing
- Performing fixed-income analysis and option pricing models
Deploying Your R Application to Production
- Integrating your application with Excel and other web-based tools
Application Performance Optimization
- Optimizing application efficiency
- Implementing R multiprocessing
Troubleshooting
Closing Remarks
Requirements
- Fundamental understanding of finance concepts (e.g., securities, derivatives)
- Strong foundation in mathematics
- Previous programming experience in any language is advantageous but not mandatory
Testimonials (3)
Good communication, open for discussion, kept it interesting and engaging
Ahmet Keyman - Keytrade AG
Course - Management Accounting and Finance for Non-Finance Professionals
Experience of the trainer and his way of conveying the content
Roggli Marc - Bechtle Schweiz AG
Course - FinOps
Experience and provide necessary information to the topics