[Download Now] Dakota Wixom – Become a Quantitative Analyst

PLEASE CHECK ALL CONTENTS HERE:

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Archive: https://archive.fo/ydHCV

What is this Course About?

Wall Street needs more quants and data scientists.

This course will allow you to build the essential initial programming skills and tool belt of statistical techniques required for quantitative analysis.

First, we’ll teach you how to program with financial timeseries before diving deep into multivariate regressions using factor analysis to explain Berkshire Hathaway’s performance.

Next, we’ll examine the performance of 9 different hedge fund strategies and compare the risk and return characteristics of each type of fund.

Finally, we’ll construct our own fund strategy using quadratic optimization to track a benchmark on a rolling basis, and we’ll build our own backtesting engine in R to analyze our strategy.

Am I Ready for this Course?

Whether you’re a hedge fund manager or a business student, this course is for you if you’re looking to upgrade your game and begin investing intelligently.

We’ll provide you with commented source code, guided video tutorials and high quality animations to help you understand every line of code and concept.

Become a Quant.

Course Curriculum

Getting up to Speed with Financial Programming in R

Start

Getting Started With R
Start

R Financial Programming Bootcamp (1:05:29)

Analyzing Hedge Fund Strategy Performance

Start

Hedge Fund Strategy Indices | Downloading Data From Quandl (12:11)
Start

Beating the Market or Not | Analyzing Hedge Fund Performance (20:48)

Multivariate Rolling Regressions | How Does Warren Buffett Do It?

Start

Market Factors | Setting Up the Multivariate Rolling Regression (25:30)
Start

Warren Buffett vs. The Fama-French Factor Model (19:23)
Start

Analyzing Warren Buffett’s Sector Exposure (11:01)

Construct Your Own Index Fund Strategy and Backtesting Engine

Preview

FREE: Example Custom Index Strategy Reports
Start

Picking a Benchmark | Dynamically Downloading the Datasets (16:43)
Start

Quadratic Optimization | Building a Rolling Backtesting Engine (24:37)
Start

Visualizing the Results | Tracking New Benchmarks (23:55)
Start

Calculating Portfolio Turnover | Implementing a Transaction Cost Model (12:05)

Delivery Method

– After your purchase, you’ll see a View your orders link which goes to the Downloads page. Here, you can download all the files associated with your order.
– Downloads are available once your payment is confirmed, we’ll also send you a download notification email separate from any transaction notification emails you receive from NLPlib course.
– Since it is a digital copy, our suggestion is to download and save it to your hard drive. In case the link is broken for any reason, please contact us and we will resend the new download link.
– If you cannot find the download link, please don’t worry about that. We will update and notify you as soon as possible at 8:00 AM – 8:00 PM (UTC+8).

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