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所在平台: Coursera |
课程主页: https://www.coursera.org/learn/the-fundamental-of-data-driven-investment
课程评论：没有评论
课程名称：数据驱动投资基础 课程概述： 本课程将讨论利用R编程进行投资的基本分析。课程内容覆盖投资分析主题，并通过R编程进行实践，旨在培养学生进行投资管理所需的基本分析能力。课程还将提供使用Python编程的学习笔记。 本课程假设大多数学生对金融经济学已有一些基础知识，了解股票、债券、资产负债表、收益等概念，并具备初步统计学知识，如均值、中位数、分布、回归等。 讲师将为初学者详细解释R编程，是提升编程技能的良好机会。对于已经掌握R编程的学生，本课程提供了再次通过金融和投资实例进行练习的优质机会。 课程由Youngju Nielsen教授主讲，助教包括Keonwoo Lim和Jeeun Yuen。 课程推荐（适用于对R编程不熟悉的学员）： - 《R编程入门》 - 《用R进行商业分析导论》 - 《统计学与Python》 课程大纲： 1. **分析过去的收益与预测未来收益** - 学习如何从CSV文件中读取股票价格时间序列数据，并分析过去的收益数据。 2. **利用因子理解风险** - 学习如何通过回测来评估投资策略。 3. **投资组合分析与优化** - 下载各种全球ETF，使用均值-方差优化创建全球资产配置投资组合。 4. **绩效分析** - 了解除均值-方差优化投资组合外的多种投资组合，并在投资组合优化中添加约束条件，掌握VaR、最大回撤和CvaR等概念。 通过本课程，学员将能有效地将数据分析与投资决策相结合，实现数据驱动的投资管理。
Part: 1
Title:Analyzing Past Returns and Forecasting Future Returns
Description:You will learn how to read stock price time-series data from CSV file and analyze the past return data.
Part: 2
Title:Understanding the Risk Using Factors
Description:First of all, you will learn how you can gauge investment strategy using backtesting.
Part: 3
Title:Portfolio Analysis and Optimization
Description:In this week, This week, you will download various global ETFs and make global asset allocation portfolio using mean-variance optimization.
Part: 4
Title:Performance Analysis
Description:You will learn about various portfolios other than a mean-variance optimized portfolio. Additionally, you will add a constraint to your portfolio optimization. In reality, you might need to consider more than volatility measured by return standard deviation. You will grasp the concepts of VaR, maximum drawdowns and CvaR, etc.
In this course, the instructor will discuss the fundamental analysis of investment using R programming. The course will cover investment analysis topics, but at the same time, make you practice it using R programming. This course's focus is to train you to do the elemental analysis for investment management that you might need to do in your job every day.
Additionally, the study note to do using Python programming will be provided.
The course is designed with the assumption that most students already have a little bit of knowledge in financial economics. Students are expected to have heard about stocks and bonds and balance sheets, earnings, etc., and know the introductory statistics level, such as mean, median, distribution, regression, etc.
The instructor will explain the detail of R programming for beginners. It will be an excellent course for you to improve your programming skills. If you are very good at R programming, it will provide you an excellent opportunity to practice again with finance and investment examples.
Professor Youngju Nielsen creates the course with the assistants of Keonwoo Lim and Jeeun Yuen.
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Coursera Course recommendations before this course for those who are not familiar with basic R programming:
