CFA Level 2 2020 Quants Review in under 20 minutes

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