Introduction to Portfolio Analysis in R

via

DataCamp

Course Features

Duration

5 hours

Delivery Method

Online

Available on

Limited Access

Accessibility

Mobile, Desktop, Laptop

Language

English

Subtitles

English

Level

Beginner

Teaching Type

Self Paced

Video Content

5 hours

Course Description

It is important to analyze your portfolio strategy with historical data, and then monitor its performance after it has been traded. This is the golden rule of investing. In this course, you will learn this by critically analyzing portfolio returns using the package PerformanceAnalytics. This course will teach you how portfolio weights can be calculated to achieve the best balance between risk and return. This data-driven course blends portfolio theory with the practice of R. It's illustrated with real-life examples to illustrate asset allocation problems as well as equity portfolios. The data in the tseries package includes the data from the three previous chapters. After you've completed the course, you can explore the data further.

Course Overview

Virtual Labs

International Faculty

Post Course Interactions

Hands-On Training,Instructor-Moderated Discussions

Skills You Will Gain

Prerequisites/Requirements

Intermediate R for Finance

What You Will Learn

In this course, you will learn this by critically analyzing portfolio returns using the package PerformanceAnalytics

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

Course Content

Expand all sections

Module 1: The Building Blocks

Module 2: Analyzing Performance

Module 3: Performance Drivers

Module 4: Optimizing the Portfolio

Course Instructors

Kris Boudt

Professor of Finance and Econometrics at VUB and VUA

Kris Boudt is professor of finance and econometrics at Ghent University, Vrije Universiteit Brussel and Amsterdam. He teaches the courses "GARCH models in R" and "Introduction to portfolio analysis i...