دوراتنا

Python for Finance: Beta and Capital Asset Pricing Model

Python for Finance: Beta and Capital Asset Pricing Model

In this project, we will use Python to perform stocks analysis such as calculating stock beta and expected returns using the Capital Asset Pricing Model (CAPM). CAPM is one of the most important models in Finance and it describes the relationship between the expected return and risk of securities. We will analyze the performance of several companies such as Facebook, Netflix, Twitter and AT&T over the past 7 years.

  • مقدم بواسطة
  • التعلم الذاتي
  • 2 ساعات
  • language الإنجليزية
Trading Basics

Trading Basics

The purpose of this course is to equip you with the knowledge required to comprehend the financial statements of a company and understand the various transactions that take place in the stock market so that you can replicate the strategies discovered by the extant academic literature. The first part of the course provides a brief introduction to financial statements and various common filings of firms. You will learn how to obtain information regarding a company's performance from them and use the information to build trading strategies.

  • مقدم بواسطة
  • التعلم الذاتي
  • 8 ساعات
  • language الإنجليزية
AED 274.99 + VAT
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Investments I: Fundamentals of Performance Evaluation

Investments I: Fundamentals of Performance Evaluation

In this course, we will discuss fundamental principles of trading off risk and return, portfolio optimization, and security pricing. We will study and use risk-return models such as the Capital Asset Pricing Model (CAPM) and multi-factor models to evaluate the performance of various securities and portfolios. Specifically, we will learn how to interpret and estimate regressions that provide us with both a benchmark to use for a security given its risk (determined by its beta), as well as a risk-adjusted measure of the security’s performance (measured by its alpha).

  • مقدم بواسطة
  • التعلم الذاتي
  • 26 ساعات
  • language الإنجليزية
AED 274.99 + VAT
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