Create a covariance matrix and interpret a correlation matrix | Financial Modeling Tutorials
A financial modeling tutorial on creating a covariance matrix for stocks in Excel using named ranges and interpreting a correlation matrix for data analytics in Quant 101.
For the full video transcript and cell formulas see:
https://factorpad.com/fin/quant-101/c...
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01:03 - Video overview
01:33 - Step 1 - Review Our Data Set
03:54 - Step 2 - Collect Measures for Stock Returns
07:27 - Step 3 - The Covariance Matrix and Its Uses
11:18 - Step 4 - The Interpretable Correlation Matrix
16:24 - Step 5 - Next: Charting Portfolios
For the outline to the video series see:
https://factorpad.com/fin/quant-101/q...
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https://factorpad.com
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