Introduction to R for Finance Training Course

Introduction

Getting Started with R

• Overview of R
• Why Use R in Finance?
• Setting up the R Working Environment
  • Installing RStudio
• Running R

Learning the Basics of R Programming

• Overview of R Programming Fundamental Concepts
  • Vectors
  • Matrices
  • Arrays
  • Data Frames
  • Factors
  • Lists
• Implementing Your First R Script: Basic Arithmetic with R
• Assigning Values to Variables in R
• Understanding Financial Returns
• Implementing Financial Returns Calculations on R
• Listing Objects in R
• Understanding Object Data Types and Storage Modes in R
• Understanding Object Classes

Using Vectors

• Using the c() (Combine) Function to Create Vecors
• Using Vector names()
• Visualizing Vectors
• Vector Operations
• Indexing Vectors
• Subsetting Vectors
• Stock Prices Example: Calculating Weighted Averages Using Vectors

Using Matrices

• Creating a Matrix
• Binding Vectors to Form Matrices
• Visualizing Matrices
• Using the cor() (Correlation) Function
• Subsetting Matrices

Using Data Frames

• Overview of Data Frames
• Creating Your First data.frame()
• The Contents of a Data Frame
• Using the head(), tail(), and str() (Structure) Functions
• Using Row and Column Names
• Manipulating Data Frames
• Accessing Data Frames
• Subsetting Data Frames
• Adding New Columns
• Understanding Present Value in Finance
• Calculating the Present Value of Projected Cash Flows Using R

Using Factors

• Overview of Factors
• Creating a Factor
• Implementing Factor Levels
• Using the Factor Summary Function
• Visualizing Factors
• Bond Credit Ratings Example: Creating a Factor from a Numeric Vector
• Ordering Factors
• Subsetting Factors
• Using Strings as Factors

Using Lists

• Overview of Lists
• Creating a List
• Implementing Named Lists
• Accessing List Elements
• Adding Elements to a List
• Removing Elements from a List
• Creating Lists Using Functions
• Splitting a List
• Stocks Portfolio Example: Implementing Split-Apply-Combine to Your List
• Using Attributes

Troubleshooting

Summary and Conclusion

Closing Remarks