CFRM 510: Financial Data Access & Analysis with SQL VBA Excel

Working financial analytics practitioners regularly need to access data stored in SQL databases. In addition, it is common for the results of an analysis to be summarized and distributed via an Excel spreadsheet. This course provides practical lessons in the retrieval and manipulation of data using SQL, VBA, and Excel.  In addition it shows how to leverage the powerful financial data modeling and analysis capabilities of R in conjunction with use of SQL, VBA and Excel.  Course topics include:

  • SQL query development
  • SQL database access from R via DBI and RODBC
  • Data analysis with PowerPivot
  • Excel VBA object model and VBA procedure development
  • SQL database access from VBA
  • Web data access from VBA
  • Excel and R interoperability
  • VBA client and R server computing

Course will include a project that involves an end-to-end implementation of an analytic solution that emulates the type of implementation using SQL, VBA and Excel that will be required by a finance industry organization.

Guy Yollin
Beginning SQL Queries: From Novice to Professional, Clare Churcher, Apress, 2008 (available online through UW library system). VBA for Modelers: Developing Decision Support Systems, 4th Edition, S. Christian Albright, Cengage Learning, 2011
Microsoft Excel, SQLite, R
CFRM 463 Foundations of R Programming or CFRM 542 Financial Data Modeling and Analysis with R or equivalent, or instructor permission.