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The Fundamental of Data-Driven Investment
Beginner
Online
2 Weeks
Free Quick Facts
| Medium Of Instructions | Mode Of Learning | Mode Of Delivery |
|---|---|---|
| English | Self Study | Video and Text Based |
Courses and Certificate Fees
| Certificate Availability | Certificate Providing Authority |
|---|---|
| yes | Coursera |
The Syllabus
Videos
- 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
Readings
- 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
Practice exercises
- Checking Your Basic R Knowledge
- Practice Project Week 1
Videos
- 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?
Readings
- 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 exercises
- Practice Project Week 2
Videos
- 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
Readings
- 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
Practice exercises
- Practice Project Week 3
Videos
- 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
Readings
- [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
Practice exercises
- Final Project