Covariance Matrix in Excel Tutorial

>> YOUR LINK HERE: ___ http://youtube.com/watch?v=YJQ-6MSVBVs

This video covers how to construct the covariance matrix in Excel. I cover two ways to do it: (1) the covariance function in Excel, and (2) matrix multiplication in excel using Excel. • The Covariance matrix itself is useful in myriad fields, especially in portfolio optimization, where it can be used when undertaining mean variance optimization and minimum variance optimization. • Time stamps: • 0:00 Introduction • 0:47 The Covariance matrix • 3:02 Calculation using the Covariance function in Excel • 7:29 Calculation using Matrix algebra in Excel • #Covariance #CovarianceMatrix #Excel • • My valuation book: [US]: https://amzn.to/2LUwYQW [Australia] https://amzn.to/2WWX6Ra • Courses: • International Finance: https://financialanalysis.teachable.c... • Valuation: https://bit.ly/36nFfGp • Options, Futures, and Derivatives: https://financialanalysis.teachable.c... • **************************** • *MY GEAR • **************************** • Logitech c922: https://amzn.to/2xDUfTs • Softlight setup available here from Amazon: https://amzn.to/2xHVEbF • Wacom writing tablet: https://amzn.to/2YHmyeK

#############################

New on site