Minimum turbulence portfolio

Financial turbulence is an intuitive and powerful concept in risk management that is based on Mahalanobis distance - a metric developed in natural sciences but recently adopted for finance calculations in Stockl and Hanke (2014). Today we are discussing the concept of financial turbulence and applying it in Excel for the evaluation and optimisation of portfolio risk.
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You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
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[@yousseflouraoui4330]

Amazing and very insightful video! Shoutout to the work behind the scenes to offer this quality content. Maybe a topic for future video could be on the Black-Litterman allocation model, which would be incredibly helpful 🙂

[@NEDLeducation]

Hi Youssef, and really appreciate your feedback. I will definitely look at a Black-Litterman Excel implementation at some point in a future tutroial!

[@OlinHyde]

Brilliant as always.

[@joseluisguevarazapata435]

your videos are great, greetings from Peru

[@MrMahankumar]

Hey Man, great!!!!!

[@indian2031]

Is it same as turbulence index can u post video for turbulence index calculation

[@shivammishra-wl4bq]

=MMULT(TRANSPOSE(N4:S1261),N4:S1261)/1257 Why 1257 when the sample is having 1258??