R Programming for Finance Training Course

Introduction

Setting up the IDE (Integrated Development Environment)

• RStudio

R Programming Fundamentals

• R objects: vectors, matrices, arrays, data frames and lists
• Flow control: branching, looping and truth testing

Accessing Data with R

• Reading and writing CSV data
• Accessing data in an SQL database

Visualizing Data with R

• Plotting with R

Analyzing Data with R

• Manipulating data frames
• Descriptive statistics

Inference and Time Series Analysis

• Analyzing time series data in financial markets
• Volatility modeling for high frequency financial data

Simulating Asset Price Trajectories

• Monte Carlo simulation

Asset Allocation and Portfolio Optimization

• Performing capital allocation, asset allocation, and risk assessment
• Regression analysis

Risk Analysis and Investment Performance

• Defining and solving portfolio optimization problems
• VaR and ES

Fixed-Income Analysis and Option Pricing

• Performing fixed-income analysis and option pricing

Taking Your R Application into Production

• Integrating your application with Excel and other web applications

Application Performance

• Optimizing your application
• R multiprocessing

Troubleshooting