Publications by C. Alberto Dorantes Dosamantes, Ph.D.
Workshop 2 - Investment Funds
Content 1 Directions 2 The single-index model 2.1 Running a single-index model with real data 2.1.1 Data collection 2.1.2 Return calculation 2.1.3 Visualize the relationship 2.2 Running the single-index regression model 3 CHALLENGE 1 4 CHALLENGE 2 5 The CAPM model 5.1 Derivation of the CAPM 5.2 Estimation of the CAPM beta 5.3 Data collection ...
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Workshop 1 - Investment Funds - Financial Models
Content 1 General directions for the Workshops 2 Portfolio Theory - Review 2.1 What is a Portfolio 2.2 Estimation of expected return of an asset 3 CHALLENGE 1 3.1 Estimation of expected risk of an asset 3.1.1 Variance 3.1.2 Standard deviation - volatility 4 CHALLENGE 2 4.1 Historical Sharpe ratio of a portfolio 5 Calculating expected portfo...
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Final Project - Business Analytics
Content 1 Case Description 2 Descriptive statistics 3 Analysis Final Workshop, Business Analytics for Decision Making Authors Alberto Dorantes D., Ph.D. Monterrey Tech, EGADE Business School 1 Case Description You were hired as a data scientist in an important mutual fund firm (investment company) in the department of financial analysis. The...
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Workshop 5 - Business Analytics for Decision Making
Content 1 Workshop Directions 2 Workshop Directions 3 Application 1: Estimating price elasticity of demand 3.1 Price chage versus sales volume change 3.1.1 Data management to create a table of price scenarios 3.2 Price elasticity of demand 3.3 How sales moves with changes in price elasticity 3.4 Estimation of price elasticity with real data 3.5...
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Workshop 1 - Business Analytics for Decision Making
Content 1 Review of basic business concepts 1.1 Understanding Financial Statements 1.2 Financial ratios and their importance 1.3 Interpretation and Business Strategy 1.4 Review of percentages in business 1.4.1 Average of Percentages / Ratios 1.4.2 Percentage growth measures 1.4.3 Reviewing the concept of natural logarithm 2 Introduction to Data...
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Workshop 2 - Business Analytics for Decision Making
Content 1 Workshop Directions 2 Descriptive Statistics 2.1 Central tendency measures 2.1.1 Arithmetic mean 2.1.2 The Median 2.1.3 Mode 2.2 Geometric mean 2.3 Dispersion measures 2.3.1 Variance and standard deviation 2.4 CHALLENGE: Data management and Descriptive Statistics 2.4.1 Data collection and visualization 3 Return calculation 3.1 Si...
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Workshop 3 - Business Analytics for Decision Making
Content 1 Workshop Directions 2 The Central Limit Theorem 3 HYPOTHESIS TESTING 3.1 One-sample t-test 3.2 Hypothesis testing - two-sample t-test 4 Confidence level, Type I Error and pvalue 4.1 CHALLENGE - IS AMD MEAN RETURN HIGHER THAN INTEL MEAN RETURN? 5 Measures of linear relationship 5.1 Covariance 5.2 Correlation 5.3 Calculating covarianc...
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Workshop 4 - Business Analytics for Decision Making
Content 1 Workshop Directions 2 Introduction to Linear Regression 3 Interesting facts from history 4 Types of data structures 5 The OLS method 6 Applying the Linear Regression Model: Estimate a market regression model 6.1 CHALLENGE 6.2 ESTIMATING THE MARKET REGRESSION MODEL 7 The standard error of the beta coefficients 8 CHALLENGE: Estimate movi...
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Workshop 3 Solution - Financial Modeling and Programming
Content 1 General directions for this Workshop 2 What is a Portfolio? 3 Calculating historical returns and risk of a portfolio 3.1 Historical return of a portfolio 3.2 Historical risk (volatility) of a portfolio 3.2.1 What is variance of returns? 3.2.2 What is standard deviation? 3.3 Historical Sharpe ratio of a portfolio 4 Calculating expecte...
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Assessment v2- Algoritmos y Análisis de Datos
Contenido 1 Escenario: 2 Objetivo del Caso: 3 Instrucciones y Lineamientos 4 Recursos Permitidos 5 Reglas del Juego y Advertencias 6 Rúbrica de Evaluación Algoritmos y Análisis de Datos - Assessment v2 FZ2022 Algoritmos y Análisis de Datos Published October 14, 2024 1 Escenario: Eres un gestor de fondos de renta variable con el objetivo de...
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