Course Outline

Introduction

Setting up the Integrated Development Environment (IDE)

  • RStudio for government

R Programming Fundamentals

  • R objects: vectors, matrices, arrays, data frames, and lists for government
  • Flow control: branching, looping, and truth testing for government

Accessing Data with R

  • Reading and writing CSV data for government
  • Accessing data in an SQL database for government

Visualizing Data with R

  • Plotting with R for government

Analyzing Data with R

  • Manipulating data frames for government
  • Descriptive statistics for government

Inference and Time Series Analysis

  • Analyzing time series data in financial markets for government
  • Volatility modeling for high frequency financial data for government

Simulating Asset Price Trajectories

  • Monte Carlo simulation for government

Asset Allocation and Portfolio Optimization

  • Performing capital allocation, asset allocation, and risk assessment for government
  • Regression analysis for government

Risk Analysis and Investment Performance

  • Defining and solving portfolio optimization problems for government
  • VaR and ES for government

Fixed-Income Analysis and Option Pricing

  • Performing fixed-income analysis and option pricing for government

Taking Your R Application into Production

  • Integrating your application with Excel and other web applications for government

Application Performance

  • Optimizing your application for government
  • R multiprocessing for government

Troubleshooting

Closing Remarks

Requirements

  • A comprehensive understanding of finance, including securities and derivatives
  • A strong foundation in mathematics
  • Programming experience in any language is beneficial, though not mandatory for government
 28 Hours

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