DataCamp
FreeIntermediate Portfolio Analysis in R
4.9(70)12k studentsINTERMEDIATEEnglish
Korshub's take
Course Overview
Apply modern portfolio theory to solve quantitative asset allocation problems in R. Using the PortfolioAnalytics package, this intermediate course guides you through defining portfolio constraints, establishing investment objectives, solving optimization models, and evaluating results.
Who Should Enroll?
Ideal for financial analysts, portfolio managers, and quantitative researchers looking to implement real-world portfolio optimization models in R.
Key Takeaways
- Modern Portfolio Theory: Apply quantitative portfolio principles to real-world asset allocation challenges.
- Constraints & Objectives: Formulate complex investment constraints and multi-objective optimization problems.
- PortfolioAnalytics Package: Solve and analyze portfolio optimization models using dedicated R packages.
About this course
This course builds on the fundamental concepts from Introduction to Portfolio Analysis in R and explores advanced concepts in the portfolio optimization process. It is critical for an analyst or portfolio manager to understand all aspects of the portfolio optimization problem to make informed decisions. In this course, you will learn a quantitative approach to apply the principles of modern portfolio theory to specify a portfolio, define constraints and objectives, solve the problem, and analyze the results. This course will use the R package PortfolioAnalytics to solve portfolio optimization problems with complex constraints and objectives that mirror real world problems.
Price
Free
This course is free to enrol.
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