QUANT - Statistical Measures of Asset Returns
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QUANT - Statistical Measures of Asset Returns
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About this listen
Statistical Measures of Returns with Mara Ellington & Dorian Hayes.
In this bite-size Quant Methods episode, we turn raw return data into insight:
- Means that matter: arithmetic vs. geometric returns (μ, g).
- How variance, standard deviation & downside risk frame volatility (σ, σ2).
- Reading the shape: skewness, kurtosis & (non-)normality.
- Why cov(Ri, Rj) and ρ drive diversification.
Perfect if you want CFA Level I stats to finally “click”.
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