video1269574808
Fin Analytics Research
video1269574808
26:33
[49] Stats Research. Quantiles: Quartiles Deciles Percentiles for grouped and un-grouped data
Fin Analytics Research
[49] Stats Research. Quantiles: Quartiles Deciles Percentiles for grouped and un-grouped data
17:39
[48] stats research Median for grouped and ungrouped data
Fin Analytics Research
[48] stats research Median for grouped and ungrouped data
9:29
[47] FM01 Testing CAPM Capital Asset Pricing Model, second stage regression, Excel, Part 3/3
Fin Analytics Research
[47] FM01 Testing CAPM Capital Asset Pricing Model, second stage regression, Excel, Part 3/3
4:35
[46] FM01 Testing CAPM Capital Asset Pricing Model, Testing, using, live data, Excel Part 3/2
Fin Analytics Research
[46] FM01 Testing CAPM Capital Asset Pricing Model, Testing, using, live data, Excel Part 3/2
13:20
[45] FM01 Testing CAPM Capital Asset Pricing Model, Testing procedure Part 3 /1
Fin Analytics Research
[45] FM01 Testing CAPM Capital Asset Pricing Model, Testing procedure Part 3 /1
5:46
[44] FM01 efficient frontier through simulation in excel part 2/2
Fin Analytics Research
[44] FM01 efficient frontier through simulation in excel part 2/2
6:31
[43] FM01 efficient frontier, Sharpe ratio, CML, in excel part 1/2
Fin Analytics Research
[43] FM01 efficient frontier, Sharpe ratio, CML, in excel part 1/2
17:42
[42] FM02 Amortization schedule in Python using two different methods part 2/2
Fin Analytics Research
[42] FM02 Amortization schedule in Python using two different methods part 2/2
10:41
[41] FM02 Amortization schedule in Excel in three minutes, Loan Repayment part 1/2
Fin Analytics Research
[41] FM02 Amortization schedule in Excel in three minutes, Loan Repayment part 1/2
3:26
[40] Research03 betas and standard errors by using single formula matrices in excel
Fin Analytics Research
[40] Research03 betas and standard errors by using single formula matrices in excel
7:16
[39] Research03 get the Betas and standard errors of Betas in excel using matrices part 3/3
Fin Analytics Research
[39] Research03 get the Betas and standard errors of Betas in excel using matrices part 3/3
11:25
[38] Research03 get the excel like output of regression model without running regression part 2/3
Fin Analytics Research
[38] Research03 get the excel like output of regression model without running regression part 2/3
19:06
37 Research03 get excel like output of regression model without running regression in Excel part 1/3
Fin Analytics Research
37 Research03 get excel like output of regression model without running regression in Excel part 1/3
7:40
[36] FM01 CAPM Beta in python calculation from downloaded data
Fin Analytics Research
[36] FM01 CAPM Beta in python calculation from downloaded data
10:03
[52] Python 1, 7 types of operators, arith., assign., relational, logical, bitwise membership part 2
Fin Analytics Research
[52] Python 1, 7 types of operators, arith., assign., relational, logical, bitwise membership part 2
3:04
[51] Python 01, 7 types of operators, arithmetic, assignment, relational, logical, bitwise, identity
Fin Analytics Research
[51] Python 01, 7 types of operators, arithmetic, assignment, relational, logical, bitwise, identity
15:28
[35] 02 stats research Python, SciPy, measure of association ordinal, dichotomous, categ. part 2/2
Fin Analytics Research
[35] 02 stats research Python, SciPy, measure of association ordinal, dichotomous, categ. part 2/2
10:39
[34] 02 stats research Python, SciPy, read csv, removal of discrepancy of padas descriptive part-1/2
Fin Analytics Research
[34] 02 stats research Python, SciPy, read csv, removal of discrepancy of padas descriptive part-1/2
17:29
[33] 01 stats Python, Statistics library measure of central tendency, variation, quantiles
Fin Analytics Research
[33] 01 stats Python, Statistics library measure of central tendency, variation, quantiles
4:28
[32] How to start python, anaconda platform, Jupyter Notebook, main libraries
Fin Analytics Research
[32] How to start python, anaconda platform, Jupyter Notebook, main libraries
8:53
[31] Skewness kurtosis shapes, interpretation, manual calculation, and in excel and in python
Fin Analytics Research
[31] Skewness kurtosis shapes, interpretation, manual calculation, and in excel and in python
8:27
Manual calculation of measure of association relationship Covariance, Correlation Pearson, Spearman
Fin Analytics Research
Manual calculation of measure of association relationship Covariance, Correlation Pearson, Spearman
11:08
descriptive statistics in 4 different software, Excel, EViews, SPSS, and Python
Fin Analytics Research
descriptive statistics in 4 different software, Excel, EViews, SPSS, and Python
8:45
16 different measures of association relationship Covariance, Correlation, copulas, chi part 1/3
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16 different measures of association relationship Covariance, Correlation, copulas, chi part 1/3
6:08
manual calculation of variance based on ungrouped, frequency, probability and weighted data
Fin Analytics Research
manual calculation of variance based on ungrouped, frequency, probability and weighted data
15:03
twelve (12) measure of dispersion or variation or scatteredness by 12 different methods part 1 of 3
Fin Analytics Research
twelve (12) measure of dispersion or variation or scatteredness by 12 different methods part 1 of 3
12:29
different measures of central tendency in excel difference between geometric and arithmetic part 2
Fin Analytics Research
different measures of central tendency in excel difference between geometric and arithmetic part 2
9:36
12 different measures of central tendency AM, GM, Trimmed, Q2, D5, P50, Expctd, Wtd, Med Mod part 1
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12 different measures of central tendency AM, GM, Trimmed, Q2, D5, P50, Expctd, Wtd, Med Mod part 1
14:12
13 Hedge Ratio calculation in EXCEL (in 3 MINUTES) Part 2 of 2
Fin Analytics Research
13 Hedge Ratio calculation in EXCEL (in 3 MINUTES) Part 2 of 2
4:20
13 Hedge Ratio manual calculation Part 1 of 2
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13 Hedge Ratio manual calculation Part 1 of 2
14:09
12 black Scholes model in excel, manual calculations (FRM)
Fin Analytics Research
12 black Scholes model in excel, manual calculations (FRM)
12:03
11 auto correlation Durbin Watson test in excel
Fin Analytics Research
11 auto correlation Durbin Watson test in excel
9:36
value at risk for portfolio historical method delta normal method optimal var
Fin Analytics Research
value at risk for portfolio historical method delta normal method optimal var
11:24
liquidity var and simulated var
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liquidity var and simulated var
6:30
historical conditional var, parametric conditional var and Cornish Fisher sk and kurt adjusted var
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historical conditional var, parametric conditional var and Cornish Fisher sk and kurt adjusted var
14:13
Value at risk historical and delta normal methods 2 of 4, 7 different ways
Fin Analytics Research
Value at risk historical and delta normal methods 2 of 4, 7 different ways
12:35
10 Value at Risk 10 different methods part 1 of 4
Fin Analytics Research
10 Value at Risk 10 different methods part 1 of 4
9:11
Multicollinearity detection, diagnostic tests in excel, perfect, imperfect, auxiliary Part 2 of 2
Fin Analytics Research
Multicollinearity detection, diagnostic tests in excel, perfect, imperfect, auxiliary Part 2 of 2
12:19
9 multicollinearity, diagnostic tests, consequences, solutions, perfect, imperfect, part 1 of 2
Fin Analytics Research
9 multicollinearity, diagnostic tests, consequences, solutions, perfect, imperfect, part 1 of 2
8:50
manual calculation of Mutual Fund Ret, Sharpe, Treynor, Beta, Jensen Alpha, Sortino, Down Side, IR
Fin Analytics Research
manual calculation of Mutual Fund Ret, Sharpe, Treynor, Beta, Jensen Alpha, Sortino, Down Side, IR
14:35
calculating Mutual Fund Return, comparison of Sharpe, Treynor, Jensen Alpha, Sortino, Inform. Graph
Fin Analytics Research
calculating Mutual Fund Return, comparison of Sharpe, Treynor, Jensen Alpha, Sortino, Inform. Graph
4:10
Calculating Mutual Fund Sharpe, Treynor, Beta, Jensen Alpha, Sortino, Information Ratio Part 2 of 4
Fin Analytics Research
Calculating Mutual Fund Sharpe, Treynor, Beta, Jensen Alpha, Sortino, Information Ratio Part 2 of 4
10:51
Interpretation of Mutual Fund Return, Sharpe, Treynor, Beta, Jensen Alpha, Sortino, Down Side Risk,
Fin Analytics Research
Interpretation of Mutual Fund Return, Sharpe, Treynor, Beta, Jensen Alpha, Sortino, Down Side Risk,
11:09
testing normality in excel by JB Test OR Bera Jarque Test normality test
Fin Analytics Research
testing normality in excel by JB Test OR Bera Jarque Test normality test
8:08
calculating portfolio risk and return of 30 firms using live data in 7 minutes excel 365
Fin Analytics Research
calculating portfolio risk and return of 30 firms using live data in 7 minutes excel 365
10:52
calculating variance covariance matrix by different methods using live data in excel
Fin Analytics Research
calculating variance covariance matrix by different methods using live data in excel
11:27
calculating risk of portfolio by different methods using live data in excel
Fin Analytics Research
calculating risk of portfolio by different methods using live data in excel
11:33
calculating portfolio return with 5 different methods by using live data in excel
Fin Analytics Research
calculating portfolio return with 5 different methods by using live data in excel
7:46
calculating CAPM beta in 8 different method using live data part 2 of 2
Fin Analytics Research
calculating CAPM beta in 8 different method using live data part 2 of 2
9:36
calculating CAPM beta in 8 different methods using live data part 1 of 2
Fin Analytics Research
calculating CAPM beta in 8 different methods using live data part 1 of 2
13:45
500 betas from live stocks of S&P 500 firms in 3 minutes
Fin Analytics Research
500 betas from live stocks of S&P 500 firms in 3 minutes
4:13