This is a short video that demonstrates an easy method to generate a variance covariance matrix in excel. The VCV can be used with Solver to create portfolio optimizations.
A GODSEND! having spent many hours doing transpose cut and paste and now facing some 30+ item matrices, did not relish spending more hours on this...now I can do it and get some coffee as well! thanks, Lin Giralt
Can you do a video on how to calculate the variance matrix but without using a population. With just having the expected returns, standard deviation and correlation?
Thank you Ric. I’ve been searching for the past hour and glad I came across your video. Everything I needed. Cheers!
Thank you habibi from me, Sikandar, Berna, Azamon, Nisanur 💌
A GODSEND! having spent many hours doing transpose cut and paste and now facing some 30+ item matrices, did not relish spending more hours on this...now I can do it and get some coffee as well! thanks, Lin Giralt
Thank you Lin. I am here to serve.
Thank you!! I have been stuck on this for hours! And you were so clear and quick, thank you!!!
Good to hear. Best of luck with your work Savannah.
Straight to the point..my guy. Good job!
Straight to the point. Super helpful. Thank you!
thanks man, it was very helpful to my project!
Thanks! Great and clear tutorial!
Thank you for the video. I have Decision Science homework due tomorrow and I think this will help me get my work done tonight.
I'm glad to hear this - I hope this video helped you!
Can you do a video on how to calculate the variance matrix but without using a population. With just having the expected returns, standard deviation and correlation?
I love you man ..
Thank you very much
Great video thanks
thanks
Thank you so much!
You're welcome!
Hi Ric,
is there a way you could share this excel spreadsheet please?
Thank you
Many thanks. Wow Excel is so stupid that you have to manually copy paste the upper triangle in the end.