Build a Better Process
Investment Modeling BootCamp
A hands-on tutorial on building alpha models and risk models and take your investment business to the institutional level.
Data Set - Start with a text file of historical
returns over a 5 year period for 4 stocks.
Data Analysis - Install the Data Analysis ToolPak
to perform statistical analysis in Excel.
Concepts - Learn advanced investment and financial
Bridge - Take these understandings to a programming
language to build processes that scale.
Published: June 26, 2017
Updated: February 16, 2021
Excel offers a great place to learn how money is managed at large investment firms. Keep reading.
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What Does the Course Cover?
We offer a free data set with no sign-up, so you can start learning
these skills today.
- New spreadsheet functions
- Linear algebra and arrays
- Statistical tests
- Trading stocks
- Portfolio theory concepts
- Three types of risk models
- Alpha forecasting approaches
- Build a working optimizer
- Learn about benchmark construction
- Scaling using Python statistical analysis
How Does it Work?
After downloading a text file and importing it to your spreadsheet,
we go through the process step-by-step. Each video starts with a
lecture section then we put it to practice and you replicate
everything on your own.
Update March 7, 2018
After gathering feedback from viewers, this Series is going through
a major revision with the goal of bringing it to the same delivery
style as more recent content.
A 30-video subset of the bootcamp is being repackaged under
Quant 101 during Q2 2018.
Please join us there and be a part of its development on both
YouTube and here on the website.
Questions and Answers
Q: What are the prerequisites?
A: Some prior work with algebra, statistics,
accounting, economics, stock trading and investments is helpful.
Q: Can I alter the speed of video playback?
A: Yes. Follow this link to YouTube's help page to
ensure your browser is
HTML5 compatible. If so,
click on settings cog to alter the playback speed.
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learn excel spreadsheet functions
linear algebra in excel
learn portfolio theory
financial statement analysis
risk model development
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