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DataCamp – Introduction to Portfolio Analysis in R No ratings yet.

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DataCamp Introduction to Portfolio Analysis in R

Created/Published/Taught by:
Kris Boudt
Lore Dirick
Josiah Parry

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Free? Partially: Some Free Content, Some Paid

Cost Range:
$0.00 - $29.00

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From DataCamp:

“A golden rule in investing is to always test the portfolio strategy on historical data, and, once you are trading the strategy, to constantly monitor its performance. In this course, you will learn this by critically analyzing portfolio returns using the package PerformanceAnalytics. The course also shows how to estimate the portfolio weights that optimally balance risk and return. This is a data-driven course that combines portfolio theory with the practice in R, illustrated on real-life examples of equity portfolios and asset allocation problems. If you’d like to continue exploring the data after you’ve finished this course, the data used in the first three chapters can be obtained using the tseries-package.”

This course consists of four chapters:

  1. The building blocks
  2. Analyzing performance
  3. Performance drivers
  4. Optimizing the portfolio

Recommended Prerequisites: none specified; some familiarity with R

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