R (Under Development)

Description

Learn R to Manipulate, Analyze and Visualize Financial Data

Leveraging the powerful research-oriented functions in R, this course is designed to provide practice with common econometric tools used in Finance. Participants will be introduced to best practices programming in R to clean, analyze and visualize Financial Data.

Details
Prerequisites

Participants do not require prior programming knowledge but a general understanding of programming principals is recommended. Participants will be expected to download and install RStudio before the course.

Time

1 – 2 days, depending on the amount of material to be covered

Learning Topics

Using R in RStudio

  • Developing familiarity with RStudio
  • Introduction to Markdown
  • Learn how to write programs in R and developing an understanding for functions, loops, logical operations and other programming best practices

Data Collection, Cleaning, Manipulation and Visualization

  • Learn how to import data into data frames
  • Develop the necessary skills to clean raw financial data, and gain familiarity in overcoming common issues with numerical data
  • Learn how to merge data from various sources and leverage builtin functionality to gain efficiency
  • Build programs to perform exploratory data analysis using basic statistical functions
  • Develop the ability to create powerful visualizations using the ggplot package

Data Analysis and Modeling

  • Gain practical experience in selected quantitative methods including linear regression, time series analysis, hypothesis testing and correcting for common statistical inference issues encountered with financial data
  • Build and test financial market analyses to explore common tasks such as capital asset pricing, times series forecasting and multifactor models
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