This course introduces an overview of financial analytics. You will learn why, when, and how to apply financial analytics in real-world situations. You will explore techniques to analyze time series data and how to evaluate the risk-reward trade off expounded in modern portfolio theory. While most of the focus will be on the prices, returns, and risk of corporate stocks, the analytical techniques can be leverages in other domains. Finally, a short introduction to algorithmic trading concludes the course.

# Applying Data Analytics in Finance

Offered By

## Applying Data Analytics in Finance

## About this Course

### What you will learn

Understand the forecasting process

Describe time series data

Develop an ARIMA Model

Understand a basic trading algorithm

#### Shareable Certificate

#### 100% online

#### Flexible deadlines

#### Intermediate Level

#### Approx. 25 hours to complete

#### English

## Syllabus - What you will learn from this course

**2 hours to complete**

## Course Introduction

In this course, we will introduce a number of financial analytic techniques. You will learn why, when, and how to apply financial analytics in real-world situations. We will explore techniques to analyze time series data and how to evaluate the risk-reward trade off expounded in modern portfolio theory. While most of the focus will be on the prices, returns, and risks of corporate stocks, the analytical techniques can be leveraged in other domains. Finally, a short introduction to algorithmic trading concludes the course.

**2 hours to complete**

**10 videos**

**5 readings**

**1 practice exercise**

**4 hours to complete**

## Module 1: Introduction to Financial Analytics and Time Series Data

In this module, we will introduce an overview of financial analytics. Students will learn why, when, and how to apply financial analytics in real-world situations. We will explore techniques to analyze time series data and how to evaluate the risk-reward trade off expounded in modern portfolio theory. While most of our focus will be on the prices, returns, and risks of corporate stocks, the analytical techniques can be leveraged in other domains. Finally, a short introduction to algorithmic trading concludes the course.

**4 hours to complete**

**6 videos**

**2 readings**

**4 practice exercises**

**5 hours to complete**

## Module 2: Performance Measures and Holt-Winters Model

We will introduce analytical methods to analyze time series data to build forecasting models and support decision-making. Students will learn how to analyze financial data that is usually presented as time series data. Topics include forecasting performance measures, moving average, exponential smoothing methods, and the Holt-Winters method.

**5 hours to complete**

**15 videos**

**2 readings**

**6 practice exercises**

**5 hours to complete**

## Module 3: Stationarity and ARIMA Model

In this module, we will begin with stationarity, the first and necessary step in analyzing time series data. Students will learn how to identify if a time series is stationary or not and know how to make nonstationary data become stationary. Next, we will study a basic forecasting model: ARIMA. Students will learn how to build an ARIMA forecasting model using R.

**5 hours to complete**

**10 videos**

**2 readings**

**3 practice exercises**

**7 hours to complete**

## Module 4: Modern Portfolio Theory and Intro to Algorithmic Trading

We will introduce some basic measurements of modern portfolio theory. Students will understand about risk and returns, how to balance them, and how to evaluate an investment portfolio.

**7 hours to complete**

**14 videos**

**2 readings**

**3 practice exercises**

### Reviews

#### 4.5

##### TOP REVIEWS FROM APPLYING DATA ANALYTICS IN FINANCE

Great Course and excellent explanation by professor

## Start working towards your Master's degree

### About University of Illinois at Urbana-Champaign

## Frequently Asked Questions

When will I have access to the lectures and assignments?

Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.

What will I get if I purchase the Certificate?

When you purchase a Certificate you get access to all course materials, including graded assignments. Upon completing the course, your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.

What is the refund policy?

Is financial aid available?

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