Cfa Level 2 Quantitative – Limited Time

Here is the reality check you need to pass CFA Level 2 Quant. Forget cross-sectional data (looking at many companies at one point in time). At Level 2, you live in a time-series world (looking at one company over many points in time).

How to survive the Big Data, Machine Learning, and Time-Series gauntlet.

"Before I forecast, I check the residuals." Good luck conquering the L2 Quant jungle. Next stop: Derivatives (where the real fun begins). Need help with a specific ML algorithm or Time-Series model? Drop a comment below.

If you passed CFA Level 1, you probably remember Quantitative Methods as the section where you learned to describe data (standard deviation, skew, kurtosis) and run a simple linear regression.

Memorize the assumptions. Know the violations. Don't fear the Random Walk.