R (Under Development)
Description
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 are 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
- 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 multi-factor models
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