R in Finance by Joris Meys

R in Finance by Joris Meys

• Start Date: 29th June 2015
• Self-Paced Course Available Now: Take this course in your own time
• Location: Globally online
• This course can be included as part of the Annual Subscription Service

Introduction:

In this workshop, you’re introduced to the statistical programming language R. The workshop focuses on the aspects of the R language useful for financial analyses, with emphasis on techniques for automation and visualisation. We introduce R and the working environment RStudio using a practical approach with hands-on examples, and introduce a number of the most used add-on packages for financial analysis. The code of the examples will be available.

This workshop does not require any prior knowledge of R, but some experience with programming is assumed.

Quants Hub Programming School 11 Week Format:

Week 1. Lecture 1. 
Basics, Objects and Operations - Part 1

• Introduction to R
• Introduction to Scripting
• Basics of R

Week 2. Lecture 2.  
Basics, Objects and Operations - Part 2

• Mathematics in R
• Working with vectors
• Working with text
• Adding dimensions

Week 3. Lecture 3. 
Dates and Times in R

• Working with Dates and Times
• Working with time series

Week 4. Lecture 4. 
Plotting Data

• The base plotting system
• The grammar of graphics: ggplot2

Week 5. Webinar Week: 
This will cover the first 4 weeks of the course. 

Week 6. Lecture 5. 
Logical Flow and Functions

• Functions and Methods
• Logical Flow
• Testing your code

Week 7. Lecture 6.  
Data Manipulation

• Data in and out
• Data Manipulation
• Reshaping data

Week 8. Lecture 7. 
Statistics and Statistical objects

• Quick summarizing
• Statistical Objects

Week 9. Webinar Week: 
This will cover weeks 6 - 8 of the course. 

Week 10. Revision Week.

Week 11. Final Practical Project week.

The final project will be marked with feedback and a pass or fail will given. One retake is allowed if you fail.