Introduction to Data Analytics for Investment
Duration
4 weeksWeekly study
4 hours100% online
How it works
Learn how to use data analytics skills and regression to forecast returns
We live in an era where “data is the new oil”. No matter your area of expertise, having strong data analytical skills is becoming increasingly important. This four-week course from Sungkyunkwan University (SKKU) will help you use R or Python programming to apply data analysis to finance and investing.
During the first week of this course, you’ll learn to analyse and understand past return data and make a future return forecasting model using regression.
Discover how to assess risk and gauge and test investment strategies
The second week will guide you through how to gauge your investment strategy using back testing. You’ll utilize the knowledge gained from the first week’s content, as well as your forecasting model, to determine the validity of your investment strategy.
You’ll also expand your knowledge and understanding of assessing investment risks by using probability and statistics to analyse and calculate investment risk.
Create an investment portfolio with global ETFs and optimize it using R
To give you a hands-on learning experience, you’ll create your own investment portfolio using global Exchange-Traded Funds (ETFs).
Once you’ve created your portfolio, your educators will instruct you in managing and optimizing it by employing an optimization algorithm using the R standard library.
Analyse the performance of your portfolio with Sungkyunkwan University
For the final week, you’ll learn about various types of portfolio and how to assess the performance of your portfolio with help from the experts at Sungkyunkwan University.
Once you’ve successfully completed this course, you will be well-equipped to employ real data and programming skills to strengthen your investment portfolio and investment strategies.
Syllabus
Week 1
Week 2
Week 3
Week 4
When would you like to start?
Start straight away and join a global classroom of learners. If the course hasn’t started yet you’ll see the future date listed below.
Available now
Learning on this course
On every step of the course you can meet other learners, share your ideas and join in with active discussions in the comments.
What will you achieve?
By the end of the course, you‘ll be able to...
- Describe investment models such as CAPM, 3 Factor Model
- Create an investment factor model using regression
- Code an optimization algorithm using R standard library
- Assess portfolio performance levels
Who is the course for?
This course is designed for students with financial economics knowledge who are interested in learning how to design, analyse, and test investment strategies and portfolio management systems through R or Python programming.
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