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Introduction to Quantitative Investing 동영상

Introduction to Quantitative Investing


As world financial markets become increasingly complex, we are demanded to understand financial economics and there is continuous flow of information. As a result, it becomes essential to be able to use complex statistical and mathematical models to process information accurately and promptly. Throughout the course, instructor will guide you to learn about essential components of modern investment theory such as return, risk and portfolio optimization. When these concepts are delivered, statistical technique and programming using open source language R will be introduced. Students will do the assignments every week using actual securities data from Yahoo Finance. This course is considered as the very first course in quantitative investing. There will be no prerequisite other than high school level mathematics.

* Lecture Outline: 2 lectures for each week, This is a 6-week course.
* Open: Each lecture will be open every Thursday. After the lecture is open, you can study it anytime.

"Introduction to Quantitative Investing" Trailer

"Introduction to Quantitative Investing" Sample lecture

* Period : March 12 ~ April 29 (7 week)
WEEK1 Knowing the Source 1. World financial markets
2. Where do information come from?
WEEK2 Securities analysis using data 1. Investment return
2. Investment risk
WEEK3 Capital Allocation 1. Allocation with risk-free and risky financial assets
2. Allocation within risky assets
WEEK4 Understanding Market Risk 1. Index model
2. Tools to construct index model
WEEK5 Valuing Securities 1. Capital Asset Pricing model
2. Arbitrage Pricing Model
WEEK6 Constructing an Investment Portfolio 1. Markowitz portfolio theory
2. Mean-variance optimization



 Youngju Nielsen 사진

Professor Youngju Nielsen

Professor Youngju Nielsen has practiced quantitative finance for more than 15 years at Wall Street global investment banks before she joined SKKU in 2015.
She was Chief Investment Officer at hedge fund and head of systematic trading groups at global banks such as Citi and J.P. Morgan.

She has received Ph.D in Statistics from University of Pittsburgh, Master of Science in Financial Engineering from UC Berkeley and B.A in Economics from Yonsei University.


tutor profile

[Master Course Student at Department of Economics (SKKU)]


관련 강좌

  1. major

    Social Sciences
    (Business Administration & Economics)
  2. 강좌 내용의 어려운 수준을 의미합니다. 교양, 전공기초, 전공심화 순으로 난이도가 증가합니다.

    Course difficulty

  3. 강좌를 개발하고 운영하는 기관입니다. 컨소시엄으로 운영 시, 대표기관의 명칭이 나타납니다


  4. 강좌의 구성 주차 수를 의미합니다. (강좌를 충실히 학습하기 위해 필요한 주당 학습시간을 의미합니다.)

    Course Week
    (Estimated Effort)

    (주당 01시간 40분)
  5. 본 강좌 이수자에게 인정되는 학습시간으로 해당 강좌의 동영상, 과제, 시험, 퀴즈, 토론 등의 시간을 포함합니다. (강의 내용과 관련된 동영상 재생 시간의 총 합계입니다.)

    Accredited learning time
    (Video Duration)

    11시간 30분
    (01시간 20분)
  6. 수강신청이 가능한 기간으로 해당 기간 내에만 수강신청이 가능합니다.

    Course Registration Period

    2018.03.02 ~ 2018.04.30
  7. 강좌가 운영되고 교수지원이 이루어지는 기간입니다. 이수증은 강좌운영기간이 종료된 이후에 발급받을 수 있습니다.

    Classes Period

    2018.03.12 ~ 2018.04.30