glossaRy of Empirical Finance

Markets
Data Science
Common scripts used in quantitative finance
Author

Mike Aguilar

Published

May 28, 2025

GloassaRy of Empirical Finance

  • Topic: Common scripts used in quantitative finance / financial economics

  • Code: (github)

  • Language: R

  • Intended Audience:

    • Used in some of my daytime MBA classes at KFBS (UNC)
    • No prior knowledge of R is expected
    • Users are expected to have an understanding of asset pricing, asset allocation, and a working knowledge of basis statistics

  • Content:

    • Covers 4 key stages of any empirical project in this field
    1. Explore (data acquisition, cleaning, EDA),
    2. Explain (model development for CAPM, APT, Event Studies, etc..),
    3. Predict (forecasting techniques),
    4. Protect (via portfolio construction and risk measurement)