Introduction
Setting up the IDE (Integrated Development Environment)
RStudio
R Programming Fundamentals
R objects: vectors, matrices, arrays, data frames and lists
Flow control: branching, looping and truth testing
Accessing Data with R
Reading and writing CSV data
Accessing data in an SQL database
Visualizing Data with R
Plotting with R
Analyzing Data with R
Manipulating data frames
Descriptive statistics
Inference and Time Series Analysis
Analyzing time series data in financial markets
Volatility modeling for high frequency financial data
Simulating Asset Price Trajectories
Monte Carlo simulation
Asset Allocation and Portfolio Optimization
Performing capital allocation, asset allocation, and risk assessment
Regression analysis
Risk Analysis and Investment Performance
Defining and solving portfolio optimization problems
VaR and ES
Fixed-Income Analysis and Option Pricing
Performing fixed-income analysis and option pricing
Taking Your R Application into Production
Integrating your application with Excel and other web applications
Application Performance
Optimizing your application
R multiprocessing
Troubleshooting
Closing Remarks
合作伙伴與授權機構
總部李老師
