Evaluate financial products in R by using financial packages via simple and easy-to-follow instructions
About This Video
Understand the basics of R and how they can be applied in various Quantitative Finance scenarios.
Learn various algorithmic trading techniques, ways to optimize them, and different methods to manage risk
Follow this comprehensive tutorial to learn and implement various quantitative finance concepts in R
As most of the data on the web or residing in a database is not structured in the right way, the course will assist viewers in developing skills to manipulate, transform, and evaluate raw input data. Through the concept of tidy data and visualization tools, viewers will be able to analyze trends and study the financial markets.
Once users have developed a good understanding of financial markets and financial data, the next three sections (3, 4, and 5) will introduces users to the concepts of basic statistics, time series analysis, and forecasting. Viewers will use a variety of basic R functions and forecast package to understand statistics and perform time series analysis.
By the end of this volume users will be able to use R, learn the use of Shiny apps, understand the concept of tidy data, and generate R markdown files for sharing information.
Table of Contents
Chapter 1 : Laying the Foundation of Financial Markets
- The Course Overview 00:01:58
- Performing Time Value of Money in R 00:08:13
- Evaluating the Equity Markets Using the quantmod Package in R 00:10:46
- Fundamental and Technical Analysis in R 00:17:55
- Bond Valuation in R 00:09:36
- Yield Curve 00:09:28
- Introduction to Derivatives 00:10:05
- Introduction to Shiny 00:10:18
- Chapter 2 : Financial Data Extraction and Cleaning
Chapter 3 : Basic Statistics Using R
- Summarizing Financial Data in R 00:08:24
- Outlier Analysis in R 00:05:27
- Calculating Asset Return 00:08:07
- Understanding Population and Sample Data 00:06:30
- Evaluating Skewness and Kurtosis in Financial Data in R 00:06:36
- Probability Distribution of Asset Returns 00:08:51
- Market Volatility, Correlation, and Covariance in R 00:07:18
- Chapter 4 : Introduction to Time Series Modeling
- Chapter 5 : Advance Topics in Time Series Modeling
- Title: Developing Financial Analysis Tools
- Release date: July 2017
- Publisher(s): Packt Publishing
- ISBN: 9781787285125