You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
can you provide me with the research where it states that the Fisher's Z-test is appropriate to test wether two correlations are meaningfully different? The way I am reading it, it seems as if the Z-test is used to test wether sample distributions significantly deviate from an expected distribution/value.
Have been binge watching all of your videos and they have been fantastic. Wish I came across them sooner! Any chance you can create an explainer video revolving around the merton and black-litterman models for cryptocurrencies? There are some obvious changes that need to be made, ie: risk free rate, trading days, etc. I was hoping to listen to you explain how you will derive risk free (if its anything more complex than taking forward and backend futures rates), how CAPM would relate (usable?), and how one could utilize black-litterman to adjust expected return with fundamental and technical data. Again thanks so much for these videos!
Hello sir could you make video on how to create 5 or 10 Year Rolling XIRR in Excel? I want to compare the rolling returns of different investments if person is doing DCA instead of lumpsum. I know how to do it but it is a very tedious process to create it compared to creating Rolling Return so I wonder if there is a way to do it quickly. Thanks.
@@NEDLeducation Thanks Saava for replying to my comment! I think it would be useful if the video also were to show how to calculate Rolling Portfolio XIRR if we are rebalancing portfolio based on absolute rebalacing bands as I prefer this rebalancing method to minimize taxation costs.
You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
such an incredibly helpful video! thank you!
can you provide me with the research where it states that the Fisher's Z-test is appropriate to test wether two correlations are meaningfully different? The way I am reading it, it seems as if the Z-test is used to test wether sample distributions significantly deviate from an expected distribution/value.
Have been binge watching all of your videos and they have been fantastic. Wish I came across them sooner! Any chance you can create an explainer video revolving around the merton and black-litterman models for cryptocurrencies? There are some obvious changes that need to be made, ie: risk free rate, trading days, etc. I was hoping to listen to you explain how you will derive risk free (if its anything more complex than taking forward and backend futures rates), how CAPM would relate (usable?), and how one could utilize black-litterman to adjust expected return with fundamental and technical data.
Again thanks so much for these videos!
Usually they use significant p-value
Hello sir could you make video on how to create 5 or 10 Year Rolling XIRR in Excel? I want to compare the rolling returns of different investments if person is doing DCA instead of lumpsum. I know how to do it but it is a very tedious process to create it compared to creating Rolling Return so I wonder if there is a way to do it quickly. Thanks.
Hi Lefan, and thanks for the great suggestion! Have got an idea on how to automate it and will do a video at some point in the future :)
@@NEDLeducation Thanks Saava for replying to my comment! I think it would be useful if the video also were to show how to calculate Rolling Portfolio XIRR if we are rebalancing portfolio based on absolute rebalacing bands as I prefer this rebalancing method to minimize taxation costs.
I guess now you can just use chatgpt right?
What if there is no significant difference between data set, i.e both have same n number