Essentials of Financial Data Analysis
Course Outline
Understand the key principals behind the use of financial data for managing risk. This programme introduces the main econometric concepts that are needed to interpret and use financial data in trading and managing risk. Delegates will gain confidence with the most important approaches to practical problems faced daily by organisations operating in the capital markets. The course is highly relevant for anyone who wishes to increase their understanding of how to analyse, interpret and use financial market data.
Who The Course is For
- Traders
- Risk Managers
- Strategists
- Consultants
- Middle and Senior Managers
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Prior Knowledge
Basic knowledge of finance and statistics (covered in Maths Refresher).
This
program is eligible for
16 Continuing Education credit hours from the CFA Institute. If you are a
CFA Institute member, CE credit for your participation in this program
will be automatically recorded in your CE Diary.
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Day One
Looking at Data
- The risk management context
- Simple data sets & descriptive measures
- Multivariate data & association measures
- Portfolios and matrix techniques
- Introducing distributions
Workshop: assessing data sets
Distributions, estimating and testing with data
- Theoretical distributions
- Distributions and samples
- Estimating parameters
- Testing hypotheses
Workshop: testing data sets
Day Two
Linear Regression
- Classic regression methods
- Using residuals to assess validity
- Data & forecasting problems in regression
Workshop: regression methods
Time Series Analysis
- Identifying time series patterns
- Building time series models
- Introducing moving average methods
- Data & forecasting problems in time series
Workshop: time series examples
Value at Risk
- Distribution-based Value at Risk
- Monte Carlo methods (discussion only)
- Problems with Value at Risk
Workshop: Value at Risk examples
