Introduction to FinTech Using R - First Course in Asset Pricing

The video tutorial covers asset pricing, including behavioral finance and algorithmic trading. It demonstrates setting up libraries and downloading data for SPY and Google. A linear model is used to analyze asset performance, focusing on hypothesis testing and market beta. The tutorial then explains constructing a portfolio with two asset classes, calculating risk and reward, and visualizing efficient portfolios and the capital market line.

What are the main topics discussed in asset pricing?

Explain the significance of the coefficient beta in asset pricing.

What is the purpose of constructing a portfolio with two asset classes?

How do weights W1 and W2 affect the return and risk of a portfolio?

What is the relationship between risk and return in the context of asset pricing?

Describe the process of calculating the expected return of a portfolio.

Explain the concept of covariance in relation to asset returns.

How can one visualize the relationship between risk and return in a portfolio?

What is the efficient frontier and how is it represented in asset pricing?

What does the capital market line represent in asset pricing?