- Видео 29
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Harshvardhan's Research
Индия
Добавлен 31 май 2020
Finance , CFA , FRM , Trading ,Stock Market ,Fixed Income, Derivatives ,machine learning , artificial intelligence , Treasury , Asset Management , Mutual Funds , Personal finance
Quantitative Finance - ARIMA Models (Machine Learning Algorithms)
In this video i have briefly explained about ARIMA models and basic concepts such as stationarity , Auto regression , Moving Averages and machine learning models like ARIMA and SARIMA
Do follow me : harshvardhanv.com
Do follow me : harshvardhanv.com
Просмотров: 511
Видео
Wealth Management , Asset allocation .CFA L3 2022 Revision series.
Просмотров 3552 года назад
CFA INSTITUTE LEVEL 3 2022 . WEALTH MANAGEMENT, ASSET ALLOCATION, TRADING PERFORMANCE.
CFA L3 2022 Revision Series ( Fixed Income & Equity )
Просмотров 3422 года назад
This series is dedicated to revise important concepts in short duration fpr cracking the CFA L3 exams of 2022.
Chapter 1 : Stock / Portfolio Correlations -
Просмотров 1782 года назад
How to be your own portfolio Manager - In this chapter we discuss how you can read & analyze the underlying correlation and understand the risk and return profile of a fund.
CIPLA Trading analysis - March 2022
Просмотров 742 года назад
CIPLA Share price analysis #russia #ukraine #cipla #nifty #questft.com #intraday #banknifty
Hindalco Stock Analysis ( Feb - March 2022)
Просмотров 912 года назад
#nifty #hindalco #russiawar #ukraine #banknifty Hindalco Stock Analysis ( Feb - March 2022) This is a short analysis of the hindalco stock and the probable movement in days to come. All analysis attributed to www.Questft.com
Portfolio Performance & Risk Attribution , Value at Risk , CFA
Просмотров 5882 года назад
Portfolio Performance & Risk Attribution , Value at Risk . Based on fundamentals of active portfolio management ,i have built an application to review the portfolio performance on absolute and relative basis.Hassle free cloud based app for instant analytics of your portfolio. Currently supports quotes from Yahoo Finance but has been configured to accept other price sources.
Understanding xVA , CVA , FVA , KVA , MVA , COL-VA
Просмотров 10 тыс.3 года назад
CORRECTION : at @10:06 when we discount the year 3 cashflow , the cashflow of 100 has to be discounted by 1 year and not 3 years as depicted in the video so value for year 3 will be 7 104.39 = 111.39 . Kindly take a note of this An X-Value Adjustment (XVA, xVA) is a collective term referring to a number of different “valuation adjustments” that banks must make when assessing the value of deriva...
CFA L3 - 2020 Important Concepts , GIPS , Ethics , Derivatives
Просмотров 1603 года назад
CFA L3 - 2020 Important Concepts , GIPS , Ethics , Derivatives
CFA Level 3 - Important Sums -Equity , Currency Derivatives
Просмотров 2403 года назад
CFA Level 3 - Important Sums -Equity , Currency Derivatives
CFA L3 - Fixed income - Yield Curve Strategies & Credit Strategies
Просмотров 3,5 тыс.3 года назад
CFA Level 3 - Fixed income - Yield Curve Strategies & Credit Strategies
CFA L3 - Behavioral finance ( Part 2 )
Просмотров 3153 года назад
CFA Level 3 - Behavioral finance ( Part 2 )
CFA L3 - Behavioral finance ( Part 1 )
Просмотров 5063 года назад
CFA L3 - Behavioral finance ( Part 1 ) Level 3 - Behavioral finance ( Part 1 )
CFA L3 - Institutional Investors , Trading & Performance evalaution
Просмотров 3453 года назад
CFA L3 - Institutional Investors , Trading & Performance evalaution
CFA L3 - SWAPS, Forwards & Futures Strategies
Просмотров 7973 года назад
CFA L3 - SWAPS, Forwards & Futures Strategies
CFA L3 - Capital market expectations - Reading 11
Просмотров 5223 года назад
CFA L3 - Capital market expectations - Reading 11
CFA L3 - Reading 10 Capital Market Expectations
Просмотров 9863 года назад
CFA L3 - Reading 10 Capital Market Expectations
CFA L3 2020 - Taxes and Private Wealth Management
Просмотров 5744 года назад
CFA L3 2020 - Taxes and Private Wealth Management
Simple Charting Technique for positional and Intraday trading
Просмотров 3014 года назад
Simple Charting Technique for positional and Intraday trading
Covered Call Option Strategy - Low Risk Wealth Creator!
Просмотров 1584 года назад
Covered Call Option Strategy - Low Risk Wealth Creator!
Option Trading (Vega ) - Benefit from Option Volatility , understand VIX!
Просмотров 2214 года назад
Option Trading (Vega ) - Benefit from Option Volatility , understand VIX!
Options Trading Pitfalls (Understanding Greeks)
Просмотров 2784 года назад
Options Trading Pitfalls (Understanding Greeks)
CFA Level 3 - 2020 Fixed Income Portfolio Management - Reading 18
Просмотров 5184 года назад
CFA Level 3 - 2020 Fixed Income Portfolio Management - Reading 18
CFA Level 3 - 2020 Fixed Income Portfolio Management - Reading 19
Просмотров 7034 года назад
CFA Level 3 - 2020 Fixed Income Portfolio Management - Reading 19
Marvelous
excellent video.... This simply my yield curve journey
Very Good explanation. Can I get this excel and slides?
@@ashokdada9375 thanks unfortunately we had to format our data folders but m looking for backups . If I get them will post the link here . Thanks
Amazing
Clear explanation, numerical examples are rare to find, yours is good
amazing video
Thank you for explaining in details. Can you also share the excel file.
Nice crisp of the reading
Share with other CFA aspirants
Indeed a very detailed explaination of XVa and other derivative risk
Very well and clearly explained!! There are hardly any such videos on this topic offering this sort of explanation of the concepts with a concrete example.
Thanks please share .
Impressive tool. Well done!
Nicely explained
Good content
very nicely explain
Thanks. Do share with others
@@financeeinstein share your email address, let's connect to discuss further
Great coverage!
Superb
This is a very good video. Can you please provide this excel ?
Will try to share
pretty well explained, it just one thing i am not able to grab is the difference between probability of default and expected loss
PD is dependent on historical performance. Say you never defaulted in your payments , your probability of default will be 1% or zero% . But suppose your financials are poor now and now there is a chance for you to default. This is mainly gauged from credit rating migration. Now your probability of default will be say 5% ..so that is PD. Now you may default on full amount or partial amount I.e LGD...loss given default... Ecl = PD x LGD
Thanks for the very useful and well-structured video. Have you uploaded the supporting material somewhere?
The supporting excel is quite simple.. just take random increasing numbers and do a first differential.
Do let me know in case you need more videos on such models.
Simple and yet so detailed. Thanks a ton.
Thanks you there are very few vedios of CFA level 3
Do let me know in case u need any particular video.
Nice video!! Could you please upload lecture on CDS pricing please.
Can you clarify in what context. ? You mean to say how CDS are priced ?
@@financeeinstein yes
Why do we discount the expected loss at minute 14? Expected loss was calculated from expected exposure, which was already a present value so I'm not sure why we need to discount again.
Expected exposure is a point estimate... imagine this ur computing exposure on future days...I.e exposure in 1st year ...2nd year and 3rd year. But these are point estimates of future...so.today if I want to buy the bond I need to compute PV as of today. Hope this helps!.
Good revision video
Awesome coverage.
This video is a gem! Thousand thanks for the generous sharing of knowledge! And I think the lecturer is quite humorous as well 😆
Thanks a lot.
Do check wealth management video too
@@financeeinstein definitely! Big chunk of the syllabus!
Hi. Quick question on the formula for expected change in volatility of the market value of equity (29:46) : Is the Left Hand Side of the formula variance or standard deviation of equity?
Variance.
Thanks for the quick revision notes.
Very well covered
The fixed income portion was quite helpful. Thanks
Are u appearing this August. Then watch other videos too.
@@financeeinstein Yes, I have my L3 exam on September 1. I've watched most of your L3 videos. Gives a good perspective before I start reading/revising, make the learning faster. Thanks
@@himanshujain6059 all the best!
@@yyman9100 Thanks
Great content but traffic in the background is hectic
yes we are improving.! Thanks for ur support.
very good video and well explained! Thank you so much!
Please share !
Great coverage.
Awesome coverage
Good coverage of concepts ....
Shouldn't year 3 be 104.39?
If you calculate using the same steps I mentioned you will get same numbers...ignore the rounding part. Do subscribe and like this video.
@@financeeinstein I think you have used n=4 instead of n=1. The value should be between the other two
@@stonecastle858 no the calculation is correct we are computing PV. You can email your query in info.questft@gmail.com. You can compute the same using PV function in excel.
@@financeeinstein I humbly request that you check your numbers. It isn't that the formula is wrong, it's that I think you've used the wrong values in the input. Look at the PVs for 107. They should increase. Yet yours for year 3 is lower than for year 2.
@@stonecastle858 You are right my friend , thanks for pointing it out . am making the correction in the youtube description. I appreciate your detailed view of the video and pointing out that mistake.
Well presented Harsh. Quite relevant metrics for a Fund Manager and the tool looks quite easy to use and fast👍🏻
Thanks.
Awesome video!
Thanks.
Fantastic stuff
😊 thanks
Quite informative ... thank you
Thanks brother. My exams are on 25th and your videos are really helpful
Mine is too on 25th
Thank you for uploading and sharing sir! :)
Like our content , do share . Also let us know any topic you want to understand in detail.
Very nice sir! Thank you for uploading :)
Thanks for the comment . Do.share !
Great Video
for 100 times could u upload the slides
you dont cover all the materials in the reading properly
Idea is to cover only difficult items, this is for revision series.
can you please do a more detailed video in regards to reading 11
can you go in-depth in regards to the models that we use to find the equity returns
I have covered Equity model that is singer tarher model... do you want me to cover speficic items.
thank youuu. Please create more of cfa level 3 videos
Couldn't understand your requirements
@@financeeinstein create more cfa level 3 content videos
@@urmihossain sure we are coming up with derivatives video today.
could u upload the slide that u are teaching from it to be more lucrative