Exploring Market Timing Strategies with R and Python

Join Dr. Krzysztof Ozimek in this comprehensive course designed to unveil the strategic art of market timing in portfolio management. With over 30 years of experience in quantitative finance education, Dr. Ozimek delivers a science-based curriculum that blends theory with practical application. This course is perfect for analysts, researchers, and self-driven learners who want to adapt their investment strategies based on market conditions.

Throughout the course, you will delve into the foundational concepts of financial econometrics, marked by the Treynor–Mazuy and Henriksson–Merton models, bringing clarity through interactive visuals and mathematical insight. The practical aspects of the course shine in the hands-on implementation modules where you will work with toy datasets to test these models using R and Python, ensuring you can connect theory with real-world application.

In the final module, you will expand your understanding by exploring behavioral finance, utilizing the Kahneman–Tversky value function to identify unique timing opportunities based on human behavior. This engaging content is suitable for beginners and those looking to deepen their analytical skills, paving the way for innovative market timing strategies.

What you will learn:

• Understand the intuition and purpose behind market timing in active portfolio management
• Apply and interpret Treynor–Mazuy and Henriksson–Merton timing models
• Implement timing tests from scratch in both R and Python, using simple functions
• Use the Kahneman–Tversky value function to uncover timing patterns in investment or trading strategies.

Course Content:

• Sections: 10
• Lectures: 16
• Duration: 56m

Requirements:

• Basic understanding of financial markets and investment concepts
• Familiarity with linear regression and statistical inference
• Introductory knowledge of R or Python (you can use either)
• Interest in quantitative methods and openness to fresh analytical approaches.

Who is it for?

• Entry-level financial analysts and portfolio managers seeking to assess or apply market timing strategies
• Early-stage quantitative researchers and data scientists interested in investment modeling
• Students and academics in finance, econometrics, or statistics
• Independent traders and investors looking to evaluate or build tactical strategies
• Anyone curious about innovative approaches to testing market timing.

What are you waiting for to get started?

Enroll today and take your skills to the next level. Coupons are limited and may expire at any time!

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