Harshvardhan's Research
Harshvardhan's Research
  • Видео 29
  • Просмотров 24 139
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
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 - Performance Evaluation
Просмотров 3813 года назад
CFA L3 - Performance Evaluation
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 - Option Strategies
Просмотров 2483 года назад
CFA L3 - Option Strategies
CFA L3 - Reading13 Asset Allocation
Просмотров 6663 года назад
CFA L3 - Reading13 Asset Allocation
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
PNB Share price analysis
Просмотров 1763 года назад
PNB Share price analysis
Option Trading for Retail Investors
Просмотров 1814 года назад
Option Trading for Retail Investors
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

Комментарии

  • @chuntochu9598
    @chuntochu9598 4 месяца назад

    Marvelous

  • @ayoolaoladotun3246
    @ayoolaoladotun3246 5 месяцев назад

    excellent video.... This simply my yield curve journey

  • @ashokdada9375
    @ashokdada9375 6 месяцев назад

    Very Good explanation. Can I get this excel and slides?

    • @financeeinstein
      @financeeinstein 6 месяцев назад

      @@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

  • @GASTRONOMYbySDV
    @GASTRONOMYbySDV 7 месяцев назад

    Amazing

  • @1_percent_upgrade
    @1_percent_upgrade 9 месяцев назад

    Clear explanation, numerical examples are rare to find, yours is good

  • @sonalvishwakarma
    @sonalvishwakarma Год назад

    amazing video

  • @vijethht
    @vijethht Год назад

    Thank you for explaining in details. Can you also share the excel file.

  • @manojchaudhary7665
    @manojchaudhary7665 Год назад

    Nice crisp of the reading

  • @GASTRONOMYbySDV
    @GASTRONOMYbySDV Год назад

    Indeed a very detailed explaination of XVa and other derivative risk

  • @surendrabarsode8959
    @surendrabarsode8959 Год назад

    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.

  • @FocusProj
    @FocusProj Год назад

    Impressive tool. Well done!

  • @JanNivesh
    @JanNivesh Год назад

    Nicely explained

  • @saileedhotre9318
    @saileedhotre9318 Год назад

    Good content

  • @rajatsharma1836
    @rajatsharma1836 Год назад

    very nicely explain

    • @financeeinstein
      @financeeinstein Год назад

      Thanks. Do share with others

    • @rajatsharma1836
      @rajatsharma1836 Год назад

      @@financeeinstein share your email address, let's connect to discuss further

  • @saileedhotre9318
    @saileedhotre9318 2 года назад

    Great coverage!

  • @seekhochannel
    @seekhochannel 2 года назад

    Superb

  • @shaunpais5142
    @shaunpais5142 2 года назад

    This is a very good video. Can you please provide this excel ?

  • @asvlogs2288
    @asvlogs2288 2 года назад

    pretty well explained, it just one thing i am not able to grab is the difference between probability of default and expected loss

    • @financeeinstein
      @financeeinstein 2 года назад

      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

  • @damiano4804
    @damiano4804 2 года назад

    Thanks for the very useful and well-structured video. Have you uploaded the supporting material somewhere?

    • @financeeinstein
      @financeeinstein 2 года назад

      The supporting excel is quite simple.. just take random increasing numbers and do a first differential.

    • @financeeinstein
      @financeeinstein 2 года назад

      Do let me know in case you need more videos on such models.

  • @junkyard4936
    @junkyard4936 2 года назад

    Simple and yet so detailed. Thanks a ton.

  • @chandrakantchainani8847
    @chandrakantchainani8847 2 года назад

    Thanks you there are very few vedios of CFA level 3

    • @financeeinstein
      @financeeinstein 2 года назад

      Do let me know in case u need any particular video.

  • @ManishVerma-nb3bp
    @ManishVerma-nb3bp 2 года назад

    Nice video!! Could you please upload lecture on CDS pricing please.

    • @financeeinstein
      @financeeinstein 2 года назад

      Can you clarify in what context. ? You mean to say how CDS are priced ?

    • @asvlogs2288
      @asvlogs2288 2 года назад

      @@financeeinstein yes

  • @LorenzoMussetti
    @LorenzoMussetti 2 года назад

    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.

    • @financeeinstein
      @financeeinstein 2 года назад

      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!.

  • @saileedhotre9318
    @saileedhotre9318 2 года назад

    Good revision video

  • @saileedhotre9318
    @saileedhotre9318 2 года назад

    Awesome coverage.

  • @yyman9100
    @yyman9100 2 года назад

    This video is a gem! Thousand thanks for the generous sharing of knowledge! And I think the lecturer is quite humorous as well 😆

    • @financeeinstein
      @financeeinstein 2 года назад

      Thanks a lot.

    • @financeeinstein
      @financeeinstein 2 года назад

      Do check wealth management video too

    • @yyman9100
      @yyman9100 2 года назад

      @@financeeinstein definitely! Big chunk of the syllabus!

  • @meghnajokhoo9708
    @meghnajokhoo9708 2 года назад

    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?

  • @junkyard4936
    @junkyard4936 2 года назад

    Thanks for the quick revision notes.

  • @nandlalvishwakarma4994
    @nandlalvishwakarma4994 2 года назад

    Very well covered

  • @himanshujain6059
    @himanshujain6059 2 года назад

    The fixed income portion was quite helpful. Thanks

    • @financeeinstein
      @financeeinstein 2 года назад

      Are u appearing this August. Then watch other videos too.

    • @himanshujain6059
      @himanshujain6059 2 года назад

      @@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

    • @yyman9100
      @yyman9100 2 года назад

      @@himanshujain6059 all the best!

    • @himanshujain6059
      @himanshujain6059 2 года назад

      @@yyman9100 Thanks

  • @AndriFitness
    @AndriFitness 2 года назад

    Great content but traffic in the background is hectic

    • @financeeinstein
      @financeeinstein 2 года назад

      yes we are improving.! Thanks for ur support.

  • @michelle6197
    @michelle6197 2 года назад

    very good video and well explained! Thank you so much!

  • @saileedhotre9318
    @saileedhotre9318 2 года назад

    Great coverage.

  • @saileedhotre9318
    @saileedhotre9318 2 года назад

    Awesome coverage

  • @saileedhotre9318
    @saileedhotre9318 2 года назад

    Good coverage of concepts ....

  • @stonecastle858
    @stonecastle858 2 года назад

    Shouldn't year 3 be 104.39?

    • @financeeinstein
      @financeeinstein 2 года назад

      If you calculate using the same steps I mentioned you will get same numbers...ignore the rounding part. Do subscribe and like this video.

    • @stonecastle858
      @stonecastle858 2 года назад

      @@financeeinstein I think you have used n=4 instead of n=1. The value should be between the other two

    • @financeeinstein
      @financeeinstein 2 года назад

      @@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.

    • @stonecastle858
      @stonecastle858 2 года назад

      @@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.

    • @financeeinstein
      @financeeinstein 2 года назад

      @@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.

  • @skrishnakumar00
    @skrishnakumar00 2 года назад

    Well presented Harsh. Quite relevant metrics for a Fund Manager and the tool looks quite easy to use and fast👍🏻

  • @cesara7478
    @cesara7478 2 года назад

    Awesome video!

  • @akheeram9906
    @akheeram9906 2 года назад

    Fantastic stuff

  • @saileedhotre9318
    @saileedhotre9318 2 года назад

    Quite informative ... thank you

  • @satyam7299
    @satyam7299 3 года назад

    Thanks brother. My exams are on 25th and your videos are really helpful

  • @chiragjhaver1835
    @chiragjhaver1835 3 года назад

    Thank you for uploading and sharing sir! :)

    • @financeeinstein
      @financeeinstein 3 года назад

      Like our content , do share . Also let us know any topic you want to understand in detail.

  • @chiragjhaver1835
    @chiragjhaver1835 3 года назад

    Very nice sir! Thank you for uploading :)

  • @harshvv9450
    @harshvv9450 3 года назад

    Great Video

  • @ahmedothman9595
    @ahmedothman9595 3 года назад

    for 100 times could u upload the slides

  • @urmihossain
    @urmihossain 3 года назад

    you dont cover all the materials in the reading properly

    • @financeeinstein
      @financeeinstein 3 года назад

      Idea is to cover only difficult items, this is for revision series.

  • @urmihossain
    @urmihossain 3 года назад

    can you please do a more detailed video in regards to reading 11

  • @urmihossain
    @urmihossain 3 года назад

    can you go in-depth in regards to the models that we use to find the equity returns

    • @financeeinstein
      @financeeinstein 3 года назад

      I have covered Equity model that is singer tarher model... do you want me to cover speficic items.

  • @urmihossain
    @urmihossain 3 года назад

    thank youuu. Please create more of cfa level 3 videos

    • @financeeinstein
      @financeeinstein 3 года назад

      Couldn't understand your requirements

    • @urmihossain
      @urmihossain 3 года назад

      @@financeeinstein create more cfa level 3 content videos

    • @HarshvardhanV
      @HarshvardhanV 3 года назад

      @@urmihossain sure we are coming up with derivatives video today.

  • @ahmedothman9595
    @ahmedothman9595 3 года назад

    could u upload the slide that u are teaching from it to be more lucrative