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Investment Modeling BootCamp

A hands-on tutorial on building alpha and risk models at the institutional level.
  1. Data set - Start with a text file of historical returns over a 5 year period for 4 stocks.
  2. Data Analysis - Install the Data Analysis ToolPak to perform statistical analysis in Excel.
  3. Concepts - Learn advanced investment and financial modeling techniques.
  4. Bridge - Take these understandings to a programming language to build processes that scale.
Paul Alan Davis, CFA, June 26, 2017
Updated: July 20, 2018
Excel offers a great place to learn how money is managed at the institutional level. Keep reading.

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What Does the Course Cover?

Beginner

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.


What's Next?

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.

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Keywords:
investment bootcamp
financial modeling
quantitative equity portfolio management
linear algebra
portfolio theory
financial statements
risk modeling
alpha forecasting
portfolio optimization
benchmark construction
performance attribution
excel financial modeling