R Programming for Finance Training Course

Course Code

rforfinance

Duration

28 hours (usually 4 days including breaks)

Requirements

  • An understanding of finance (securities, derivatives, etc.)
  • A solid grasp of mathematics
  • Programming experience in any language is helpful but not required

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 how to use R to develop practical applications for solving a number of specific finance related problems.

By the end of this training, participants will be able to:

  • Understand the fundamentals of the R programming language
  • Select and utilize R packages and techniques to organize, visualize, and analyze financial data from various sources (CSV, Excel, databases, web, etc.)
  • Build applications that solve problems related to asset allocation, risk analysis, investment performance and more
  • Troubleshoot, integrate deploy and optimize an R application

Audience

  • Developers
  • Analysts
  • Quants

Format of the course

  • Part lecture, part discussion, exercises and heavy hands-on practice

Note

  • This training aims to provide solutions for some of the principle problems faced by finance professionals. However, if you have a particular topic, tool or technique that you wish to append or elaborate further on, please please contact us to arrange.

Course Outline

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 a 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

Testimonials

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★★★★★

Bookings, Prices and Enquiries

Guaranteed to run even with a single delegate!

Private Classroom

From £5800

Private Remote

From £5200 (101)

Public Classroom

Location Date Course Price [Remote/Classroom]
Coventry - The Quadrant2018-10-30 09:30£ 5200 / £ 6200
Glasgow2018-10-30 09:30£ 5200 / £ 6600
Liverpool2018-10-30 09:30£ 5200 / £ 6600
Manchester, King Street2018-11-05 09:30£ 5200 / £ 6500
Cardiff2018-11-05 09:30£ 5200 / £ 6400
Bradford - Carlisle Business Centre2018-11-05 09:30£ 5200 / £ 6200
Portsmouth2018-11-06 09:30£ 5200 / £ 5800
Brighton2018-11-06 09:30£ 5200 / £ 6000
Plymouth Drake Circus2018-11-06 09:30£ 5200 / £ 5800
Cambridge2018-11-06 09:30£ 5200 / £ 6100
Oxford2018-11-06 09:30£ 5200 / £ 6300
St Helier, Jersey, Channel Isles2018-11-06 09:30£ 5200 / £ 7100
Reading TVP2018-11-06 09:30£ 5200 / £ 6260
Swindon2018-11-06 09:30£ 5200 / £ 5900
Exeter - The Senate2018-11-12 09:30£ 5200 / £ 6400
London, Hatton Garden2018-11-12 09:30£ 5200 / £ 6700
York - Priory Street Centre 2018-11-12 09:30£ 5200 / £ 5800
Birmingham 2018-11-12 09:30£ 5200 / £ 6500
Bristol, Temple Gate2018-11-12 09:30£ 5200 / £ 6200
Edinburgh Training and Conference Venue2018-12-03 09:30£ 5200 / £ 6000
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Course Discounts

Course Venue Course Date Course Price [Remote / Classroom]
Jenkins: Continuous Integration for Agile Development Manchester, King Street Thu, 2018-10-18 09:30 £2574 / £3224
Introduction to Recommendation Systems Swansea- Princess House Thu, 2018-10-18 09:30 £990 / £1140
Advanced Statistics using SPSS Predictive Analytics Software Birmingham Mon, 2018-10-22 09:30 £5148 / £6448
Building Augmented Reality Applications with Vuforia and Unity Glasgow Wed, 2018-10-24 09:30 £2178 / £2878
Impact Evaluation – Quantitative Analysis London, Hatton Garden Wed, 2018-10-24 09:30 £2574 / £3324
Statistics with SPSS Predictive Analytics Software Cambridge Thu, 2018-11-01 09:30 £2574 / £3024
Programming in Scala Cambridge Thu, 2018-11-01 09:30 £2178 / £2628
CakePHP: Rapid Web Application Development Birmingham Tue, 2018-11-06 09:30 £4356 / £5656
AWS: A Hands-on Introduction to Cloud Computing Brighton Wed, 2018-11-07 09:30 £1287 / £1487
JMeter Fundamentals and JMeter Advanced Edinburgh Training and Conference Venue Mon, 2018-12-03 09:30 £2178 / £2578
HAProxy Administration London, Hatton Garden Mon, 2018-12-03 09:30 £2178 / £2928
Social Media Marketing Oxford Wed, 2018-12-12 09:30 N/A / £1364
Test Automation with Selenium Manchester, King Street Wed, 2018-12-12 09:30 £3267 / £4242

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