CFA/FRM: How to Calculate Covariance Using Texas Instrument BA II Plus | FinTree

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We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!
This Video lecture was recorded by our Lead Trainer for CFA, Mr. Utkarsh Jain, during one of his live Session in Pune (India).
To know more about CFA/FRM training at FinTree, visit:
www.fintreeindi...

Опубликовано:

15 окт 2024

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Комментарии : 71

@gradoscapital Год назад

This video SAVED me a lot of headache calculating manually. Seriously, thank you!!!

@alejandrorabinovich5863 Год назад

This video should have more likes! Simple, efficient and time saving. Thx!

@ShadowSamurai192000 5 лет назад

Much appreciated, thank you for this video. Very good explanation for the CFA exam.

@RahulA-xn9kp 5 месяцев назад

🎯

@prathamshanbhag321 29 дней назад

Very easily explained thanks a lot

@masotolazarus1971 2 месяца назад

quick and easy way to calculate var/covar. thanks for sharing

@olamoyegunoreofe Год назад

This Video is very Helpful. Thanks

@mgu5929 Год назад

amazing video!! life changing 4 sure

@moran8448 Месяц назад

thank you so much for the tips 🥰🥰🥰

@AmanYadav-dd3zc 2 года назад

you just made life easier

@RahulA-xn9kp 5 месяцев назад

Wait

@ogbodoamos3040 3 года назад

Amazing! Thank you Genius!

@thepubliceye263 Год назад

Brilliant. Thank you.

@federicorea2217 4 года назад

YOU ARE AMAZING! Thank you!

@RahulA-xn9kp 5 месяцев назад

Seriously

@ankitgoyal7284 5 лет назад

Hi Sir, This video is very helpful. Can you also provide how can we calculate MAD(Mean Absolute Deviation) using this calculator ?

@uchennaude9121 Год назад

thank you sir. very helpful

@pritamghanghas1706 3 года назад

Amazing sir! Much appreciated!

@rohyiturri2459 3 года назад

Amazing sir!, thank you!

@rahulrajani1996 6 лет назад

Thanks alot sir for the valuable guidance. Further, I saw a book on your table on coffee can investing is it worth the read?

@helenwolf6205 2 года назад

this is great! thanks!

@alicewong6283 Месяц назад

THANK YOU!

@sajjadhossainTheBestOfTheBest 3 года назад

Sir for calculating the covariance are we supposed to take sigma x * sigma y * r or Sx * Sy * r from the stat function? I have seen some other videos for instance Kaplan Schweser calculator tutorial videos that use Sx * Sy * r for calculating the covariance. Would you please clarify?

@yuanqinglu7406 5 лет назад

Thank you very much!!! The best video

@RahulA-xn9kp 5 месяцев назад

Fine

@gauravmusics 2 года назад

Thank you so much, very helpful 😊

@RahulA-xn9kp 5 месяцев назад

🎉

@muntaquirhasnain5256 6 лет назад

Thank you sir..

@alka3341 4 года назад

Holy shit! Thank you so much!

@gauravkaushikable 6 лет назад

Please post something on volatility, Correlation copulas...

@nareshnehra9398 3 года назад

what if the weight is in decimals like 1.2, 3.3, and 0.5 instead of the usual 3, 1, and 1?

@iamnotbajirao 6 лет назад

Thanks for the video. Please can you also post list of books to read to supplement knowledge gained from CFA/FRM exams.

@RahulA-xn9kp 5 месяцев назад

Definitely Sir

@sohaamleenajumde1022 2 года назад

amazing, thanks

@kartikmakhija6584 6 лет назад

Hello sir. Thank you for the information. I would request you to please share Copulas video, it's pretty confusing plus FRM exams are approaching soon. Will be greatful.

@RahulA-xn9kp 5 месяцев назад

Howdi?

@harshil1706 4 года назад

Thank you, much appreciated. Great hack.

@RahulA-xn9kp 5 месяцев назад

@lachlanwilliam7213 5 лет назад

Legend!

@adityakwatra2279 6 лет назад

good one sir is there any method of calculating variance and standard deviation of two portfolios (reading9)

@akshaydarade3471 Год назад

Thank you

@ShivamSharma-bk4od 3 года назад

Thankyou sir😇

@ishu3194 3 года назад

I just wanted to know how did you assumed number of observations ?

@megaAditya95 6 лет назад

Thank you sir really helpful

@danielbeheshti3890 2 года назад

what do you do when you have odd an even numbers/ example: 60%, 25%,15%? now its difficult

@rohitsachdev3457 Год назад

change the total observation like in this make total 20 observations and put 12,5,3

@RahulA-xn9kp 5 месяцев назад

True

@sabeenashaji2008 5 лет назад

great tip

@DeniseDirect 5 лет назад

Can you tell me why my PCT button will not compute on this type of calculator?

@shripadkulkarni6016 6 лет назад

Thank u so much sir....I have one doubt that how to clear stored memory? And please upload video realtive to quants calculation

@FintreeIndia 6 лет назад

When you store any value previous ones get cleared automatically, but still, you can do 2nd MEM and 2nd CLR WORK, For more video please visit www.fintreeindia.com/

@jatinbarodia7039 6 лет назад

Genius.

@Moink2209 6 лет назад

What is the difference between LIN and 1-V? Some people refer 1-V. Which one is correct?

@FintreeIndia 6 лет назад

1-V to be used when you're dealing with a single variable with probabilities/weights attached

@surbhisingh5731 5 лет назад

Hello all, I am new to study these concepts in example 2 i am facing difficulty, I cant find values of sigma y and r. Am I missing something can someone help?

@hamzah1akhtar 5 лет назад

Have you found your answer yet? ... You need to make sure that you have your calculator set to LIN (This will be displayed when it is in the STAT mode). To adjust to LIN, press the following sequence until LIN is displayed: '2ND', 'Enter'.

@snigdhaagrawal 6 лет назад

Sir i m ur student. I applied this to simple covariance joint probability question given in schweser 2018 pg 183 it worked. But same is not wrking for portfolio covariance q pg 187. So this wont work for portifolio questions??

@SushantMishra1996 6 лет назад

obviously not. Covariance of numbers and portfolio are not entirely different things but understood very differently! Covariance of portfolio depends upon the weights of the constituent bonds or stocks(calculated as market price of bond/total market price) and standard deviation/volatility as well as the correlation. Please google it and you'll find the mathematical formulae for covariance of two asset portfolio which can be extended to more number of assets.

@mohamedshamakh 5 лет назад

Hey, I have an easier way and I thought to share Co Var= E(XY)-E(X) E(Y). These are weighted average for XY product, weighted mean for X and Weighted mean for Y. I use HP12 C and I have to enter the data 3 times to get the weighed averages, I was watching to see if you have a faster way. Thanks for the wonderful Videos.