Quantitative Finance

Ryan O’Connell, CFA, FRM walks through an example of how to calculate Value at Risk (VaR) in Excel using the Monte Carlo Method.

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💾 Download Free Excel File:
► Grab the file from this video here: https://ryanoconnellfinance.com/product/monte-carlo-method-value-at-risk-var-excel-template/

Chapters:
0:00 – Calculate Daily Returns Using Yahoo! Finance
0:43 – Calculate Security Standard Deviation and Covariance
2:35 – Create Assumptions for Portfolio
2:58 – Calculate Variance and Standard Deviation of Portfolio
4:04 – Calculate Value at Risk (VaR) In Excel (Monte Carlo Method)
8:24 – Create a Histogram to Interpret VaR

Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Ryan O’Connell, CFA, FRM explains how to calculate Value at Risk (VaR) in Excel using the parametric method (variance-covariance method).

📈 *See Why I Recommend This Broker:* https://ryano.finance/ibkr-overview

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💾 Download Free Excel File:
► Grab the file from this video here: https://ryanoconnellfinance.com/product/parametric-method-value-at-risk-var-excel-template/

Chapters:
0:00 – Calculate Daily Returns Using Yahoo! Finance
0:43 – Calculate Security Standard Deviation and Covariance
2:35 – Create Assumptions for Portfolio
2:58 – Calculate Variance and Standard Deviation of Portfolio
4:04 – Calculate Value at Risk (VaR) In Excel (Parametric Method)

Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Ryan O’Connell, CFA, FRM shows how to build a Stock Portfolio Monte Carlo Simulation In Excel.

📈 *See Why I Recommend This Broker:* https://ryano.finance/ibkr-overview

💾 *Download Free Excel File Here:* https://ryanoconnellfinance.com/product/stock-portfolio-monte-carlo-simulation-excel-spreadsheet/

Chapters:
0:00 – Define Assumptions About S&P 500 Index
0:50 – Calculate the Ending Value of the Portfolio
2:30 – Create Monte Carlo Simulation Using Data Table in Excel
4:06 – Calculate Stock Portfolio Summary Statistics
6:28 – Create a Histogram of the Monte Carlo Simulation Results

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC

Graph The Efficient Frontier And Capital Allocation Line In Excel by Ryan O’Connell, CFA, FRM

Chapters:
0:00 – Download Historical Data from Yahoo Finance
0:42 – Calculate Returns from Historical Prices
1:08 – Calculate Asset’s Average Return, Standard Deviation, and Covariance
2:18 – Assign Portfolio Weights
2:56 – Calculate Portfolio Expected Return
3:27 – Calculate Portfolio Standard Deviation
5:03 – Calculate Portfolio Sharpe Ratio
5:47 – Graph the Efficient Frontier
6:40 – Graph the Capital Allocation Line (CAL)

💾 Download Free Excel File:
► Grab the file from this video here: https://ryanoconnellfinance.com/product/efficient-frontier-and-capital-allocation-line-excel-file/

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*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC

“Calculating the Optimal Portfolio in Excel | Portfolio Optimization” by Ryan O’Connell, CFA FRM. This video is based on the Modern Portfolio Theory (MPT) and the Efficient Frontier.

Chapters:
0:00 – Explanation of Assets
0:36 – Expected Return, Standard Deviation, and Weights
1:50 – Enable Data Analysis Toolpak and Solver Toolpak
2:25 – Get Historical Return Data from Yahoo Finance
3:31 – Create a Covariance Matrix
4:58 – Calculate Portfolio Standard Deviation
5:31 – Calculate Sharpe Ratio
6:39 – Find Optimal Portfolio Using Excel Solver

📈 *See Why I Recommend This Broker:* https://ryano.finance/ibkr-overview

💾 *Download Free Excel File Here:* https://ryanoconnellfinance.com/product/optimal-portfolio-calculation-excel-template/

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC

ALTERNATIVE TITLES:
Portfolio Optimization Made Easy with Excel
Optimal Portfolio Management: Excel Techniques Revealed
Building Your Ultimate Investment Portfolio in Excel
Excel Your Investments: A Guide to Optimal Portfolio Creation
Smarter Investing: Master Portfolio Optimization in Excel

Ryan O’Connell, CFA does a full review of the CFA Level 1 chapter Statistical Concepts and Market Returns Review.

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0:00 – Intro
0:03 – Statistical Population and Sample
1:19 – Parameter Vs Sample Statistic
2:16 – Frequency Distributions
4:10 – Relative Frequency Distributions
5:30 – Cumulative Relative Frequency
7:32 – Nominal, Ordinal, Interval, and Ratio Scales
9:42 – Measures of Central Tendency
10:30 – Mean, Median, and Mode
11:45 – Weighted Mean
13:29 – Geometric and Harmonic Mean
14:37 – Variance and Standard Deviation

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

In this tutorial, Ryan shows how you can retrieve free public financial data using Python and Alpha Vantage’s API. Then he shows how you can use the data to perform a DuPont Analysis.

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💻 Find the code shown in this video here: https://ryanoconnellfinance.com/python-for-financial-analysis/

The link to download your own key from Alpha Vantage’s API can be found here:
https://www.alphavantage.co/support/#api-key

The documentation for Alpha Vantage’s API can be found here:
https://www.alphavantage.co/documentation/