Introduction to Portfolio Analysis in R
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Course overview
- Provider
- Datacamp
- Course type
- Free trial availiable
- Deadline
- Flexible
- Duration
- 5 hours
- Certificate
- Available on completion
- Course author
- Kris Boudt
Description
Apply your finance and R skills to backtest, analyze, and optimize financial portfolios.
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 course, 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. The code to get them can be found here. The data used in chapter 4 can be downloaded here.
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