Algorithmic trading strategies in r
We will show you how to use R to get stock data and perform useful calculations related to modern portfolio theory. Finally, we will illustrate how to use R to identify when to change positions using a trend-following strategy, and how you can backtest that strategy to evaluate its profitability.
Understand modern portfolio measurements: expected return, risk and volatility, and the Sharpe Ratio. Identify opportunities for making investment opportunities through identifying risks and returns and through visualizing efficient frontiers. Explain the benefits of diversification Backtest an algorithmic trading strategy in R Recognize four algorithmic trading strategies Understand modern portfolio measurements: expected return, risk and volatility, and the Sharpe Ratio Identify opportunities for making investment opportunities through identifying risks and returns and through visualizing efficient frontiers.
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Automated Trading with R
You will explore techniques to analyze time series data and how to evaluate the risk-reward trade off expounded in modern portfolio theory. While most of the focus will be on the prices, returns, and risk of corporate stocks, the analytical techniques can be leverages in other domains. Finally, a short introduction to algorithmic trading concludes the course.
After completing this course, you should be able to understand time series data, create forecasts, and determine the efficacy of the estimates. Also, you will be able to create a portfolio of assets using actual stock price data while optimizing risk and reward.
Understanding financial data is an important skill as an analyst, manager, or consultant. Very nice course.
Loved the way of teaching. Thank you so much.
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Very nice combination of R programming, financial concepts and statistical concepts. Lesson Applying Data Analytics in Finance.