This document provides an overview of key topics in financial analytics including analytical thinking, basic statistics, financial securities, risk measurement, time series analysis, the Sharpe ratio, cluster analysis, and market sentiment. It discusses designing models, analyzing financial returns, adjusting stocks for splits and mergers, measuring risk, stationary and non-stationary time series, and using the Sharpe ratio to objectively compare investments. References for further reading on quantitative finance and R are also provided.

1. Financial Analytics
Andreas Chandra

2. Analytical Thinking

3. Analytical Thinking
Along with robust and accurate data, designing models is a key component of the
professional practice of analytics.

4. Financial Statistics

5. Financial Statistics
● Basic Statistics
● Financial Returns
● Capital Asset Pricing Model

6. Financial Securities

7. Financial Securities
● Bond Investment
● Stock Investment
● Adjusting for Stock Splits
● Adjusting for Mergers

8. Risk Measurement

9. Risk Measurement
● Alpha
● Beta
● R-Squared
● Standard Deviation
● Sharpe Ratio

10. Time Series Analysis

11. Time Series Analysis
● Stationary Time Series
● Auto-Regressive Moving Average Processes
● Auto-Regressive Integrated Moving Average Processes
●

12. The Sharpe Ratio

13. The Sharpe Ratio
When comparing investments, an objective metric is necessary for measuring
performance.

14. Cluster Analysis

15. Market Sentiment

16. Market Sentiment
● Bullish and bearish
● Bayesian reasoning

17. References
[1] Bennet and Hugen, Financial Analytics with R, 2016
[2] Daroczi et al, Introduction to R for Quantitative Finance, 2013
[3] Berlinger et al, Mastering R for Quantitative Finance, 2015
[4] investopedia.com