Search Colleges, Exams, Schools & more
Interested in this College?
Get updates on Eligibility, Admission, Placements Fees Structure
CompareGet updates on Eligibility, Admission, Placements Fees Structure
Quick Facts
| Medium Of Instructions | Mode Of Learning | Mode Of Delivery |
|---|---|---|
| English | Self Study | Video and Text Based |
Courses and Certificate Fees
| Fees Informations | Certificate Availability | Certificate Providing Authority |
|---|---|---|
| INR 1000 | yes | IIT Kanpur |
The Syllabus
- Introduction to R Programming
- R Fundamentals
- Basic mathematical and logical operations with R, working with different data-types in R, wrangling with data frames
- Exploratory data analysis and data visualization with R.
- Introduction to Portfolio Construction
- Risk-return framework in financial markets, risk diversification with portfolios, portfolio optimization in mean-variance framework, concept of market risk and beta
- Portfolio Possibility curve
- Efficient frontier, Minimum Variance portfolios
- Introduction to risk-free lending and borrowing
- Asset Pricing Models
- Capital Asset Pricing Model (CAPM)
- Capital Market Line, Security Market Line
- Fallings of CAPM
- Single-Index and Multi-Index models
- Expected Risk and Return with Index models
- 3-Factor Fama-French Model
- Portfolio Management and Performance Evaluation
- Portfolio Management strategies
- Active vs Passive Portfolio Management
- Value vs Growth investing
- One-parameter performance measures Timing & Selection performance measures, application of asset pricing models in performance management
- Introduction to Algorithmic Trading
- Technical analysis and trend determination
- Dow Theory
- Moving averages
- Momentum indicators
- Classical price patterns.
- Advanced time-series regression algorithms
- ARMA/ARIMA models
- Mean reverting trading strategies with vector error correction models and cointegration, model risk management, back testing, model validation, and stress testing with R
- Advanced time-series algorithms for financial risk-management
- Value-at-risk
- Expected Shortfall
- ARCH/GARCH models, implementation with R
- Advanced topics
- Alternative versions of CAPM
- Delineating Efficient Frontier
- Performance Evaluation with Multi-index models
- Portfolio construction, optimization, back-testing, and visualization with R
Instructors
Articles
17 Dec'24, 12:40 PM
17 Dec'24, 04:01 AM
17 Dec'24, 03:43 AM
16 Dec'24, 12:25 PM
16 Dec'24, 11:46 AM
13 Dec'24, 12:28 PM
13 Dec'24, 09:28 AM
12 Dec'24, 06:09 AM
12 Dec'24, 03:45 AM
6 Dec'24, 04:30 AM
4 Dec'24, 03:15 AM
29 Nov'24, 06:03 AM
19 Nov'24, 10:59 AM
2 Nov'24, 06:52 AM
11 Oct'24, 06:01 AM
13 Mar'24, 06:24 AM
29 Feb'24, 06:05 AM
27 Feb'24, 10:32 AM
13 Feb'24, 06:25 AM
17 Dec'24, 12:40 PM
17 Dec'24, 04:01 AM
17 Dec'24, 03:43 AM
16 Dec'24, 12:25 PM
16 Dec'24, 11:46 AM
13 Dec'24, 12:28 PM
13 Dec'24, 09:28 AM
12 Dec'24, 06:09 AM
12 Dec'24, 03:45 AM
Back to top