Investment Modeling BootCamp
A hands-on tutorial on building alpha and risk models at the
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.
July 20, 2018
Excel offers a great place to learn how money is managed at the
institutional level. Keep reading.
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.
See other learning resources at our YouTube Channel.
- To access the Quant 101 outline, click Outline.
- To see other Finance content, click Back.
- To go right to the Quant 101 Overview, click Next.