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Quant 101 Outline: Quantitative Portfolio Management

Below is the structure for a series of financial modeling tutorials on stock portfolio investing and risk management in Excel.
  1. About Quant 101 - Review a summary of the series below and see if it is a fit for you.
  2. The data set - Download the one data file used throughout the series. No sign-up is required.
  3. Outline - Review and launch pages and videos straight from this page.
  4. Get started - Get your version of Excel fired up and join us because Quant jobs are in high demand.
  5. Next up: Introduction - See the series overview in the next episode, or hit Back to review our 7 Chapters.
by Paul Alan Davis, CFA, March 20, 2018
Updated: September 17, 2018
Take your career to the next level. Learn the concepts in Excel then scale it up with programming.

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About Quant 101 - Financial Modeling Tutorials

Quant 101 is a financial modeling series uniquely designed to help aspiring Quants, risk managers, financial engineers and portfolio managers.

Here we cover the concepts of quantitative equity portfolio management by walking through the steps in a spreadsheet. Skills learned here can then be transitioned to building a scalable process in a programming language, like Python.

This series offers a way to master Excel through hands-on financial modeling examples so you can nail down verifiabile skills. In fact, being able to speak about what you built in a spreadsheet here will help you at job interview time.

Verifiable Excel skills

Learn and reinforce these Excel skills:

  • using statistical functions
  • running time-series regressions
  • performing array calculations
  • naming ranges of data
  • inverting and multiplying scalars, vectors and matrices
  • charting portfolios and distributions
  • interpreting Data Analysis regression output
  • optimizing with the Excel Solver function

In the end, if you are self-starter, this will help you achieve your career aspirations. We're happy to have you. Good luck!

The data set

The following data set is a 61-row by 7-column tab-delimited text file including returns on four stocks, an index and US T-bills for a 5-year period.

Hit left click to open a new window to inspect, or right click to save.

Quant 101 Outline: Quantitative Portfolio Management

Videos can be accessed individually below by clicking the symbol (opens a new browser tab or the YouTube app on mobile devices). Web pages are accessed with this symbol . Content is available when the link is active. Subscribe and follow for notifications.

Video tutorials can also be accessed from the Quant 101 Playlist on YouTube.

Chapter 1 - Getting Started
  1.     Learn Quantitative Investing in Excel
  2.     Quant 101 Outline (this page, no video)
  3.     An Introduction to Managing Stock Portfolios in Excel
  4.     System Setup: Excel Data Analysis Toolpak and Solver Add-In

Chapter 2 - Stock Returns, Distributions and History
  1.     Stock return calculations: arithmetic and geometric
  2.     Calculate monthly returns on stocks in Excel
  3.     Stock return frequency distributions and histograms
  4.     Stock market history and investment strategies

Chapter 3 - Stock Risk, Portfolios & Theory
  1.     Four essential stock risk measures
  2.     Calculate portfolio return and turnover
  3.     Calculate portfolio risk
  4.     Create a covariance matrix and correlation matrix
  5.     Charting portfolios on a risk and return plot
  6.     Ace your Portfolio Theory exam
Chapter 4 - Statistical Concepts
  1.     Correlation vs regression
  2.     Stock correlation analysis and R-squared
  3.     Single-variable linear regression
  4.     Regression-based portfolio performance
Chapter 5 - Portfolio Algebra with Arrays
  1.     Time series modeling
  2.     Introduction to linear algebra
  3.     Linear algebra operations
  4.     Portfolio algebra
Chapter 6 - CAPM and Expected Return and Risk
  1.     The CAPM Model and expected returns
  2.     Regression using LINEST and INDEX
  3.     Expected return and the Security Market Line
  4.     Risk decomposition and risk contribution
  5.     Portfolio return and risk decomposition
  6.     Regression statistics SSE, SSR, SST, standard error and more
Chapter 7 - Portfolio Optimization
  1.     The Security Characteristic Line
  2.     The Single-Index Model
  3.     Portfolio optimization with Excel Solver
A helpful hint

The tutorials were designed to be watched consecutively; however, many people find the content through Search Engines and YouTube search. So some effort was taken to make the financial modeling examples stand-alone and searchable. So going out of order is completely up to you.


What's Next?

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  • This is the Outline, so the button is disabled.
  • To learn more about this tutorial series, click Back.
  • For an introduction to Quant 101, click Next.

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