CFA® Level I: Quant Masterclass with Peter Olinto скачать в хорошем качестве

CFA® Level I: Quant Masterclass with Peter Olinto

Learn simple linear regression the way it’s tested on CFA® Level I: correlation vs. R-squared, slope interpretation, and common pitfalls. Peter Olinto also walks through t-tests, confidence intervals, ANOVA, and how to build a realistic study plan. What’s inside: 00:00: Welcome and session overview 00:00:54: Meet Peter Olinto and test-taking mindset 00:01:47: Build your CFA study plan (300+ hours) 00:02:52: CFA topic map and why foundations matter 00:03:16: Time budget scenarios: 10 vs. 20 hours/week 00:06:53: Recording info and thank-you/discount note 00:08:02: Motivation: probability of passing vs. happiness 00:09:13: Regression key formulas: the plan for tonight 00:10:12: Correlation coefficient and ranges (−1 to +1) 00:11:18: Variance numerators: sum of squares for X and Y 00:12:34: Covariance: definition and longhand formula 00:13:33: Regression equation: intercept, slope, error term 00:17:13: SSR, SSE, SST, and R-squared explained vs. unexplained 00:19:20: Step 1: Find the slope (covariance / var(X)) 00:20:33: Step 2: Back into the intercept 00:21:35: Significance: Don’t let slope/correlation be zero 00:24:29: Assumptions: Homoscedasticity vs. heteroscedasticity 00:26:26: Assumptions: Normal residuals and no serial correlation 00:27:06: R-squared and “multiple R” (correlation) 00:30:36: Worked example: Compute R-squared, then R 00:31:56: t-test for slope: Null, alternative, test statistic 00:35:05: Two-tailed 5% test: Critical values and decision 00:38:24: Example: Testing a non-zero hypothesized slope (0.7) 00:39:55: Degrees of freedom and looking up t-critical 00:43:39: Confidence intervals: Setup and reliability factors 00:45:52: CI for intercept (using SE and t/Z) 00:47:26: CI for slope (using SE and t/Z) 00:49:24: ANOVA overview: What each line means 00:52:02: Standard error of the estimate (square root of variance) 00:53:14: Global significance: F-calculated and interpretation 00:55:01: Coefficient t-stats: Intercept and slope decisions 01:00:40: Key metrics recap and what “good” looks like 01:01:09: Transition to practice question Want more great CFA content? https://finance.uworld.com/cfa/ Say hi: LinkedIn:   / uworld-finance   Instagram: https://www.instagram.com/uworldfinan... X: https://x.com/uworldfinance