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.

About Quant 101  Review a summary of the series
below and see if it is a fit for you.

The data set  Download the one data file used
throughout the series. No signup is required.

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Updated:
September 17, 2018
Take your career to the next level. Learn the concepts in Excel then
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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 handson 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 timeseries 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 selfstarter, 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 61row by 7column tabdelimited text file
including returns on four stocks, an index and US Tbills for a
5year period.
Hit left click to open a new window to inspect, or
right click to save.
Quant 101 Outline: Quantitative Portfolio Management
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Chapter 1  Getting Started

Learn Quantitative Investing in Excel

Quant 101 Outline (this page, no video)

An Introduction to Managing Stock Portfolios in Excel

System Setup: Excel Data Analysis Toolpak and Solver AddIn
Chapter 2  Stock Returns, Distributions and History

Stock return calculations: arithmetic and geometric

Calculate monthly returns on stocks in Excel

Stock return frequency distributions and histograms

Stock market history and investment strategies
Chapter 3  Stock Risk, Portfolios & Theory

Four essential stock risk measures

Calculate portfolio return and turnover

Calculate portfolio risk

Create a covariance matrix and correlation matrix

Charting portfolios on a risk and return plot

Ace your Portfolio Theory exam
Chapter 4  Statistical Concepts

Correlation vs regression

Stock correlation analysis and Rsquared

Singlevariable linear regression

Regressionbased portfolio performance
Chapter 5  Portfolio Algebra with Arrays

Time series modeling

Introduction to linear algebra

Linear algebra operations

Portfolio algebra
Chapter 6  CAPM and Expected Return and Risk

The CAPM Model and expected returns

Regression using LINEST and INDEX

Expected return and the Security Market Line

Risk decomposition and risk contribution

Portfolio return and risk decomposition

Regression statistics SSE, SSR, SST, standard error and more
Chapter 7  Portfolio Optimization

The Security Characteristic Line

The SingleIndex Model

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
standalone and searchable. So going out of order is completely up to
you.
What's Next?
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