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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
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2 Jan'25, 12:44 PM
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2 Jan'25, 12:28 PM
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31 Dec'24, 07:24 AM
31 Dec'24, 06:59 AM
31 Dec'24, 06:08 AM
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