Tag: cfa-quant
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CFA Level 2: Quantitative Methods – Autoregressive Processes
Hello again everybody, We’re getting towards the final straight line before the exam, and I will post here the content of all the little flash cards that I created for myself. Starting back where I left, in the Quantitative Methods this post will be about Autoregressive Processes sometime denoted AR. These processes are of the following…
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CFA Level II: Quantitative Methods, ANOVA Table
Good evening everyone, Following my last post on multiple regression, I would like to talk about ANOVA tables as they are a very important part of the Level II curriculum on quantitative methods. ANOVA stands for ANAlysis Of VAriance; it helps to understands how well a model does at explaining the dependent variable. First of…
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CFA Level II: Quantitative Methods, Multiple Regression
Following my first post about the Level II and specifically correlation, I am now moving on to the main topic if this year’s curriculum: multiple regression. Before I get started, I want to mentioned that the program talks about regression in 2 steps: it starts by discussing the method with 1 independent variable and then…
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CFA Level II, Quantitative Methods: Correlation
Good evening everyone, So I’m finally getting started to write about the CFA Level II material, and as I process in the classic order of the curriculum, I will start with the Quantitative Methods part. If you have a bit of experience in quantitative finance, I believe this part is quite straightforward. Actually, it talks…
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CFA Level I: Hypothesis Testing
Good evening, As I keep practicing towards the Level I exam, I want to finish my review of the Quantitative Finance material. This post will hence be the follow up of my previous post. I will here discuss how you test a hypothesis on some statistical measure. General Concept The main concept is as follows,…