Portfolio theories | Mathematical finance

Returns-based style analysis

Returns-based style analysis is a statistical technique used in finance to deconstruct the returns of investment strategies using a variety of explanatory variables. The model results in a strategy's exposures to asset classes or other factors, interpreted as a measure of a fund or portfolio manager's style. While the model is most frequently used to show an equity mutual fund’s style with reference to common style axes (such as large/small and value/growth), recent applications have extended the model’s utility to model more complex strategies, such as those employed by hedge funds. Returns based strategies that use factors such as momentum signals (e.g., 52-week high) have been popular to the extent that industry analysts incorporate their use in their Buy/Sell recommendations. (Wikipedia).

Video thumbnail

Sensitivity Analysis for Financial Models in Excel

If you like this video, drop a comment, give it a thumbs up and consider subscribing here: https://www.youtube.com/c/HowToBeAnAdult?sub_confirmation=1 Music from: YouTube Audio Library Check out our new project: https://magnimetrics.com The Online Platform for Automated Analysis Random

From playlist Excel Tutorials

Video thumbnail

Reliability 1: External reliability and rater reliability and agreement

In this video, I discuss external reliability, inter- and intra-rater reliability, and rater agreement.

From playlist Reliability analysis

Video thumbnail

Excel Array Formula Series #3: Expected Return For Stocks

Download Excel Files: Start and Finished File: https://people.highline.edu/mgirvin/YouTubeExcelIsFun/ExcelArrayFormulaSeries1-14.xls Finished File: https://people.highline.edu/mgirvin/YouTubeExcelIsFun/ExcelArrayFormulaSeries1-14Finished.xls Full Page With All File Links: http://people.

From playlist Excel Data Analysis Tricks

Video thumbnail

What are Residuals in Regression?

Brief intro to residuals in regression. What they are and what they look like in relation to a line of best fit. Sum and mean of residuals.

From playlist Regression Analysis

Video thumbnail

Evaluation 6: precision and recall

Precision and recall are the two fundamental measures of search effectiveness. We discuss their building blocks (true/false positives/negatives), give a probabilistic interpretation, and provide an intuitive explanation of what they reflect. We also discuss why you should never report just

From playlist IR13 Evaluating Search Engines

Video thumbnail

Linear Regression using Python

This seminar series looks at four important linear models (linear regression, analysis of variance, analysis of covariance, and logistic regression). A video that explains all four model types is at https://www.youtube.com/watch?v=SV9AxXFWZnM&t=12s This video is on linear regression usin

From playlist Statistics

Video thumbnail

Business Analytics with Excel | Data Science Tutorial | Simplilearn

🔥Business Analyst Program (Discount Coupon: YTBE15) : https://www.simplilearn.com/business-analyst-certification-training-course?utm_campaign=BusinessAnalysis-W3vrMSah3rc&utm_medium=DescriptionFirstFold&utm_source=youtube 🔥 Professional Certificate Program In Business Analysis: https://www

From playlist Business Analyst Training Videos

Video thumbnail

PowerShell+ 2019 - PSScriptAnalyzer (PSSA) VS-code integration & ... by Christoph Bergmeister

PSScriptAnalyzer (PSSA) VS-code integration & customization Compatibility Analysis by Christoph Bergmeister The default setup of PSSA does not enable all rules to their full potential and the VS-Code extension does not show all PSSA warnings by default. I will show advanced features such

From playlist PowerShell + DevOps Global Summit 2019

Video thumbnail

Business Data Analysis with Excel

Business data presents a challenge for the data analyst. Business data is often aggregated, recorded over time, and tends to exhibit autocorrelation. Additionally, and most problematically, the amount of business data is usually quite limited. These characteristics lead to a situation wher

From playlist Data Analytics Tutorials

Video thumbnail

Task-based assessment vs competency-based assessment

In this video, I discuss task-based assessment vs competency-based assessment.

From playlist Learn with Experts

Video thumbnail

DjangoCon US 2017 - Preventing headaches with linters and automated checks by Flávio Junior

DjangoCon US 2017 - Preventing headaches with linters and automated checks by Flávio Junior While it’s very common to enforce PEP8 code style with tools like flake8, it’s rare for Django projects to use any other types of tools for automated checks. However, linters and automated checks a

From playlist DjangoCon US 2017

Video thumbnail

Getting Started with Technical Analysis

In this video I'm going to approach teaching Technical Analysis from the beginning. I'll show you all the libraries you need, how to download stocks, and then all that you need to do to compare return on investment between numerous securities. This is a multipart tutorial series that will

From playlist Technical Analysis

Video thumbnail

PNWS 2014 - Towards a Safer Scala

By, Leif Wickland Scala has many, well-known WTF LOLs that result from the language too enthusiastically attempting to help the programmer. Scala can also be written across a wide range of styles from the Typelevel to the Better Java. The Scala ecosystem has static analysis and linting t

From playlist PNWS 2014

Video thumbnail

Finance Analysis And Reporting | Finance Analyst Training | Python Data Analytics 2023 | Simplilearn

This tutorial on Finanace Management using Python is the guide to finance analysis and reporting using Pandas, Numpy, Matplotlib and Seaborn modules. This video on Finance Analysis and Reporting will make you learn how to draw plots using pyplot class of matplotlib. Here we start with: 👉

From playlist 🔥Python | Python Tutorial For Beginners | Python Projects | Python Interview Questions And Answers | Updated Python Playlist 2023 | Simplilearn

Video thumbnail

Interactive Analysis of Complex Optical Phenomenon

Since 2016, Airy Optics Inc. has leveraged interactive Mathematica features for the real-time analysis of cutting-edge imaging systems, such as design of optics for augmented and virtual reality. Losses of image quality that are based in polarization are often poorly understood, and can be

From playlist Wolfram Technology Conference 2022

Video thumbnail

Laser: Static Analysis for Ruby, in Ruby by Michael Edgar

What truly makes Ruby special as a language is its focus on expressivity, flexibility, and dynamism. Yet these same properties - and their widespread use in the community - make even straightforward application code difficult to analyze statically in a meaningful way. Laser seeks to change

From playlist Ruby Conference 2011

Video thumbnail

Agile Roots 2010 - Test Driven Design - Coupling Loosely

By: Arlo Belshee Mock objects are a good way to break apart a legacy system to test it. However, they do not improve coupling (few dependencies between units) or cohesion (each unit does one thing). Making code easy to change requires using indirections with looser coupling. In this infor

From playlist AgileRoots2010

Video thumbnail

RubyConf 2021 - Enjoy Ruby Programming in IDE and TypeProf by Yusuke Endoh

The rich development experience in integrated development environments (IDEs), including on-the-fly error reporting, refactoring feature, completion, etc., has become increasingly important. To achieve this, many programing languages are incorporating annotations such as type hinting. Howe

From playlist RubyConf 2021

Video thumbnail

OSB 2015 - Build a Web Map with Open Source Tools - Lyzi Diamond

Come learn to make a map on the web! In this tutorial, we will build an interactive, data-filled web map using a number of open source tools including Mapbox.js (a JavaScript library based on Leaflet.js). We will cover several options for interactivity and data sources, and show how to int

From playlist Open Source Bridge 2015

Related pages

Capital asset pricing model | Beta (finance) | Single-index model | Fama–French three-factor model | Ordinary least squares | Linear regression | Kalman filter | Risk | Modern portfolio theory | Arbitrage pricing theory