Certificate of Achievement
has completed the following course:
Introduction to Data Analytics for Investment
Sungkyunkwan University (SKKU)
This online course covered the basics in designing investment strategies and portfolio management systems using R or Python programming. The course covered principal investment models such as CAPM and the 3 Factor Model. Students learned how to build an investment factor model and employ optimization algorithms using real data.
4 weeks, 4 hours per week
Youngju Nielsen
Professor of Financial Economics
Sungkyunkwan University (SKKU)
Transcript
Learning outcomes
- Describe investment models such as CAPM, 3 Factor Model
- Create an investment factor model using regression
- Code an optimization algorithm using R standard library
- Assess portfolio performance levels
Syllabus
- Analysing past returns and forecasting future returns
- Understanding risk using factors
- Portfolio analysis and optimisation
- Portfolio performance analysis
Issued on 6th April 2024
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