Course Code
rintrofinance
Duration
21 hours (usually 3 days including breaks)
Requirements
- A basic understanding of finance concepts
- A solid grasp of mathematics
- Basic programming experience
Overview
R is a popular programming language in the financial industry. It is used in financial applications ranging from core trading programs to risk management systems.
In this instructor-led, live training, participants will learn the fundamentals of R programming as they walk through coding in R using financial examples.
By the end of this training, participants will be able to:
- Understand the basics of R programming
- Use R to manipulate their data to perform basic financial operations
Audience
- Programmers
- Finance professionals
- IT Professionals
Format of the course
- Part lecture, part discussion, exercises and heavy hands-on practice
Course Outline
Introduction
Getting Started with R
- Overview of R
- Why Use R in Finance?
- Setting up the R Working Environment
- Installing RStudio
- Running R
Learning the Basics of R Programming
- Overview of R Programming Fundamental Concepts
- Vectors
- Matrices
- Arrays
- Data Frames
- Factors
- Lists
- Implementing Your First R Script: Basic Arithmetic with R
- Assigning Values to Variables in R
- Understanding Financial Returns
- Implementing Financial Returns Calculations on R
- Listing Objects in R
- Understanding Object Data Types and Storage Modes in R
- Understanding Object Classes
Using Vectors
- Using the c() (Combine) Function to Create Vecors
- Using Vector names()
- Visualizing Vectors
- Vector Operations
- Indexing Vectors
- Subsetting Vectors
- Stock Prices Example: Calculating Weighted Averages Using Vectors
Using Matrices
- Creating a Matrix
- Binding Vectors to Form Matrices
- Visualizing Matrices
- Using the cor() (Correlation) Function
- Subsetting Matrices
Using Data Frames
- Overview of Data Frames
- Creating Your First data.frame()
- The Contents of a Data Frame
- Using the head(), tail(), and str() (Structure) Functions
- Using Row and Column Names
- Manipulating Data Frames
- Accessing Data Frames
- Subsetting Data Frames
- Adding New Columns
- Understanding Present Value in Finance
- Calculating the Present Value of Projected Cash Flows Using R
Using Factors
- Overview of Factors
- Creating a Factor
- Implementing Factor Levels
- Using the Factor Summary Function
- Visualizing Factors
- Bond Credit Ratings Example: Creating a Factor from a Numeric Vector
- Ordering Factors
- Subsetting Factors
- Using Strings as Factors
Using Lists
- Overview of Lists
- Creating a List
- Implementing Named Lists
- Accessing List Elements
- Adding Elements to a List
- Removing Elements from a List
- Creating Lists Using Functions
- Splitting a List
- Stocks Portfolio Example: Implementing Split-Apply-Combine to Your List
- Using Attributes
Troubleshooting
Summary and Conclusion
Closing Remarks
Courses Discounts
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2021-01-20 2021-01-22Izmir
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