CFA Level 2 Quantitative Methods in under 20 minutes.

I discussed the big picture of Quants.

Topics covered

1. Steps in identifying a time series model

2. How to find and correct a time series model

3. Different types of model: 1. Linear 2. Exponential 3. seasonal

4. Serial Correlation: Durbin watson test and solutions

5. Autoregressive models: Dickey Fuller Test test and solutions

6. Autoregressive conditional heteroskedasticity

7. out of sample testing