Introduction to Quantitative Investing (FutureLearn)

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Introduction to Quantitative Investing (FutureLearn)
Free Course
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You’ll need to have studied maths to a high school level, but other than that there are no special requirements for this course - you don’t need any experience in programming or investing.
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Introduction to Quantitative Investing (FutureLearn)
Learn basics of financial economics and try its real life application using financial data and programming. Financial markets have become increasingly complex - it’s not easy to know where to start when it comes to investing. In today’s world the demand of accurate data-driven quantitative analysis across the world is steadily rising: it’s become crucial to understand and be able to use statistical and mathematical information accurately and promptly.

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This course will teach you the essentials of modern investment theory and help you learn to apply them in real life using financial data and programming.


Understand modern investment theory

On the course you’ll start by learning about key concepts in modern investment theory and quantitative investing like return, risk and portfolio optimisation.


Get used to statistical techniques and practice using programming language R

Once you’ve learnt basic investment concepts we’ll look at applying them using statistics and programming using open source language R will be introduced. You’ll practice by doing assignments every week using actual securities data from Yahoo Finance.


Discover how to construct an investment portfolio

Using your new knowledge of quantitative investing and your ability to analyse investment characteristics using programming, you’ll be able to build your own diversified investment portfolio based on return analysis.


Learn from an expert in the field

Through the course you’ll be taught by an educator who has worked in quantitative finance for more than 15 years in Wall Street global investment banks, before she joined SKKU in 2015. She was Chief Investment Officer at a hedge fund and head of systematic trading groups at global banks such as Citi and J.P. Morgan.


What topics will you cover?

- Securities analysis

- Capital allocation

- Understanding market risk

- Securities valuation (CAPM, APM)

- Optimal investment portfolio construction


What will you achieve?

- Calculate the return and risk of an investment.

- Evaluate the portfolio return and risk, and understand how covariance affects the overall portfolio risk.

- Demonstrate the ability to code the optimal portfolio construction process using R.

- Identify the mean-variance optimal portfolio both conceptually and empirically.

- Develop a single/multiple factor model and calculate the expected return of an investment.



MOOC List is learner-supported. When you buy through links on our site, we may earn an affiliate commission.

Free Course
You’ll need to have studied maths to a high school level, but other than that there are no special requirements for this course - you don’t need any experience in programming or investing.

MOOC List is learner-supported. When you buy through links on our site, we may earn an affiliate commission.