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”.

Time Value of Money Deep Dive with Mara Ellington & Dorian Hayes.

In this episode we turn abstract formulas into real decisions:

• Present value (PV) of bonds & equities from future cash flows
• Implied returns from today’s market prices
• Cash-flow additivity & the no-arbitrage mindset
• Forward rates, FX forwards & a first look at options

Perfect for CFA Level I candidates reviewing Quant Methods, Chapter 1.

Hosted by Mara Ellington & Dorian Hayes

Ready to finally “get” rates & returns instead of memorising formulas? In this bite-size episode we turn Quant Methods – Chapter 1 into clear, exam-ready intuition.

• Holding period, arithmetic & geometric mean returns – when each one actually matters.
• Nominal vs real return (and why inflation quietly eats your gains).
• Simple, compound & effective annual rates: from r to EAR step-by-step.
• Cash flows on a timeline: discounting & compounding made visual.

Goal: walk away able to explain every key formula without looking at your notes.