This repo is still in preparation! I'm constantly adding, deleting, updating files and datasets. Anything in this repo is not final, all mistakes are mine.

This repo contains some of the most basic applications of econometrics theories, including return calculations, probability/stats and risk management, time-series analysis, portfolio theories.

Below is a short table of content: (you can find the corresponding folders and codes by number)

1. A quick review of R and rmarkdown
2. Data input, return calculation, and basic R graphics
3. More on probability theory and Monte Carlo Simulation
4. VaR (value-at-risk) and ES (expected shortfall)
5. Basic time-series analysis in R
6. More on time-series analysis in R
7. Leverage effects of hedge funds
8. VaR and out-of-sample evaluation
9. Obtain financial data online