Autoplay
Autocomplete
Previous Lesson
Complete and Continue
Become a Quantitative Analyst
Getting up to Speed with Financial Programming in R
Getting Started With R
R Financial Programming Bootcamp (1:05:29)
Analyzing Hedge Fund Strategy Performance
Hedge Fund Strategy Indices | Downloading Data From Quandl (12:11)
Beating the Market or Not | Analyzing Hedge Fund Performance (20:48)
Multivariate Rolling Regressions | How Does Warren Buffett Do It?
Market Factors | Setting Up the Multivariate Rolling Regression (25:30)
Warren Buffett vs. The Fama-French Factor Model (19:23)
Analyzing Warren Buffett's Sector Exposure (11:01)
Construct Your Own Index Fund Strategy and Backtesting Engine
FREE: Example Custom Index Strategy Reports
Picking a Benchmark | Dynamically Downloading the Datasets (16:43)
Quadratic Optimization | Building a Rolling Backtesting Engine (24:37)
Visualizing the Results | Tracking New Benchmarks (23:55)
Calculating Portfolio Turnover | Implementing a Transaction Cost Model (12:05)
Market Factors | Setting Up the Multivariate Rolling Regression
Lesson content locked
If you're already enrolled,
you'll need to login
.
Enroll in Course to Unlock