About this Course
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100% online

Start instantly and learn at your own schedule.

Flexible deadlines

Reset deadlines in accordance to your schedule.

Intermediate Level

Approx. 11 hours to complete

Suggested: 4-6 hours/week...

English

Subtitles: English

What you will learn

  • Check

    Understand the forecasting process

  • Check

    Describe time series data

  • Check

    Develop an ARIMA Model

  • Check

    Understand a basic trading algorithm

100% online

Start instantly and learn at your own schedule.

Flexible deadlines

Reset deadlines in accordance to your schedule.

Intermediate Level

Approx. 11 hours to complete

Suggested: 4-6 hours/week...

English

Subtitles: English

Syllabus - What you will learn from this course

Week
1
2 hours to complete

Course Introduction

10 videos (Total 48 min), 4 readings, 1 quiz
10 videos
Projects3m
Math Function4m
Scalar Variables6m
Column Vectors9m
Data Frame6m
Data Frame Import2m
Help and Cheat Sheets2m
4 readings
Syllabus30m
Glossary10m
Update Your Profile10m
About the Discussion Forums10m
1 practice exercise
Orientation Quiz10m
4 hours to complete

Module 1: Introduction to Financial Analytics and Time Series Data

6 videos (Total 44 min), 2 readings, 4 quizzes
6 videos
Lesson 1-2.1 Introduction to Financial Analytics10m
Lesson 1-3.1 Forecasting Performance Measurements: Distance6m
Lesson 1-3.2 Forecasting Performance Measurements: Metrics10m
2 readings
Module 1 Overview20m
Module 1 Readings1h 30m
4 practice exercises
Lesson 1-1 Practice Quiz10m
Lesson 1-2 Practice Quiz10m
Lesson 1-3 Practice Quiz10m
Module 1 Quiz30m
Week
2
5 hours to complete

Module 2: Performance Measures and Holt-Winters Model

15 videos (Total 93 min), 2 readings, 7 quizzes
15 videos
Lesson 2-1.3 Introduction to Forecasting: Linear Regression13m
Lesson 2-1.4 Introduction to Forecasting: R Example4m
Lesson 2-2.1 Moving Averages7m
Lesson 2-2.2 Moving Averages: R Example6m
Lesson 2-3.1 Introduction to Exponential Smoothing5m
Lesson 2-3.2 Simple Exponential Smoothing8m
Lesson 2-3.3 Simple Exponential Smoothing: R Example5m
Lesson 2-4.1 Holt's Exponential Smoothing7m
Lesson 2-4.2 Holt-Winter's Forecasting Model4m
Lesson 2-4.3 Holt-Winter's Model: R Example7m
Lesson 2-5.1 Autoregression6m
Lesson 2-5.2 Autoregression: R Example2m
2 readings
Module 2 Overview20m
Module 2 Readings7m
6 practice exercises
Lesson 2-1 Practice Quiz10m
Lesson 2-2 Practice Quiz10m
Lesson 2-3 Practice Quiz4m
Lesson 2-4 Practice Quiz8m
Lesson 2-5 Practice Quiz10m
Module 2 Quiz30m
Week
3
5 hours to complete

Module 3: Stationarity and ARIMA Model

10 videos (Total 55 min), 2 readings, 4 quizzes
10 videos
Lesson 3-2.1 ARIMA: Introduction6m
Lesson 3-2.2 ARIMA: Components7m
Lesson 3-2.3 ARIMA: Model and R Example Part 17m
Lesson 3-2.4 ARIMA: Model and R Example Part 24m
Lesson 3-2.5 ARIMA: Model and R Example Part 32m
Lesson 3-2.6 ARIMA: Model and R Example Part 43m
Lesson 3-2.7 ARIMA: Model and R Example Part 54m
2 readings
Module 3 Overview20m
Module 3 Readings30m
3 practice exercises
Lesson 3-1 Practice Quiz6m
Lesson 3-2 Practice Quiz12m
Module 3 Quiz30m
Week
4
7 hours to complete

Module 4: Modern Portfolio Theory and Intro to Algorithmic Trading

13 videos (Total 73 min), 2 readings, 4 quizzes
13 videos
Lesson 4-1.3 Portfolio Theory: Risk of a Security6m
Lesson 4-1.4 Portfolio Theory: Efficient Frontier6m
Lesson 4-1.5 Portfolio Theory: Portfolio Weights7m
Lesson 4-1.6 Portfolio Theory: Capital Allocation Line10m
Lesson 4-1.7 Portfolio Theory: Diversification3m
Lesson 4-2.1 Introduction to Algorithmic Trading5m
Lesson 4-2.2 Introduction to Algorithmic Trading: Trend Following Strategy3m
Lesson 4-2.3 Introduction to Algorithmic Trading: Backtesting6m
Lesson 4-2.4 Introduction to Algorithmic Trading: R Example9m
Lesson 4-2.5 Introduction to Algorithmic Trading: Conclusion1m
2 readings
Module 4 Overview20m
Module 4 Readings1h
3 practice exercises
Lesson 4-1 Practice Quiz30m
Lesson 4-2 Practice Quiz30m
Module 4 Quiz1h

Instructor

Avatar

Sung Won Kim

Associate Professor
Business Administration

About University of Illinois at Urbana-Champaign

The University of Illinois at Urbana-Champaign is a world leader in research, teaching and public engagement, distinguished by the breadth of its programs, broad academic excellence, and internationally renowned faculty and alumni. Illinois serves the world by creating knowledge, preparing students for lives of impact, and finding solutions to critical societal needs. ...

Frequently Asked Questions

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  • 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.

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