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    Financial Econometrics & Computational Finance

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    8/27/14

    This morning I received an email from DataCamp informing me about a financial econometrics course that was recommended to me. This course will use Microsoft Excel and R to do various things such as develop optimized financial portfolios using the modern portfolio theory by Harry Markowitz and return calculations for investments.

    Computational Finance is one of the main reasons why I wanted to delve into Data Science in the first place and so I decided to take it as a secondary course to my main ones.

    The course is offered by the University of Washington by a professor in the field who got his BA from UC Berkeley and his PHD from Yale. This course is different from the other courses because it does not have a verified certificate which means that I will be mainly focused on the content of the course. More information about the course can be found here.

    This means that I will have to put the real estate analysis on hold for the moment and focus on the 3 courses:
    • Financial Econometrics (Aug 26 - Nov 4)
    • Regression Models (Sep 1 - Oct 1)
    • Developing Data Products (Sep 1 - Oct 1)
    Today I watched the first few lectures on the course and took down notes on a legal pad. Here is the first page: