Data & Analysis

US Corporate Profitability

• National Income Summary Slides

• CapEx Summary Slides

US Macro

• Macro KPI Slides
• Business Cycle Dynamics

Time Series Workshop

• Topic: An introduction to time series methods with a focus on macroeconomic and financial applications

• Language: R

• Materials

  • Slides are here. Please excuse typos. This is a work in progress.
  • QMD R File is here
  • Compiled Code here

• Intended Audience and Seminar Details

  • Users are expected to have a working knowledge of statistics, econometrics, and some machine-learning
  • Users are expected to be comfortable with R.

• Content:

  • Time series EDA
  • Explanatory methods (e.g., regression with time series data)
  • Forecasting (e.g. linear and nonlinear ML techniques; simulation methods; Vector valued time series)

Intro to FRED

• Topic: An introduction to the data tool hosted by the St. Louis Fed
• Video
  1. Meet FRED
  2. Charting with FRED
  3. Searching with FRED
  4. FRED Account Features
• Slides: IntroToFRED.pptx
• Dashboard: FRED dashboarding tool used during the presentation

FRED Excel Add In

• Installation instructions
• Demonstration XLS

Reindexing a series

Use cases

1. % Delta over time
2. Compare two series

Search by Release

How to find a data series on FRED via searching by Release.

Search by Release Calendar

How to find a series on FREd via the Release Calendar.

Intro to Econ Calendars

• Topic: A quick introduction to economic calendars. Profiling the anatomy of Trading Economics’ calendar, but applicable for most other calendars.
• Slides: Direct Link to slides

GloassaRy of Empirical Finance

• Topic: Common scripts used in quantitative finance / financial economics

• Code: (github)

• Language: R

• Intended Audience:

  • Used in some of my daytime MBA classes at KFBS (UNC)
  • No prior knowledge of R is expected
  • Users are expected to have an understanding of asset pricing, asset allocation, and a working knowledge of basis statistics

• Content:

  • Covers 4 key stages of any empirical project in this field
  1. Explore (data acquisition, cleaning, EDA),
  2. Explain (model development for CAPM, APT, Event Studies, etc..),
  3. Predict (forecasting techniques),
  4. Protect (via portfolio construction and risk measurement)

Constructing CMAs

• Topic: Guide on constructing long term capital market assumptions for asset allocation
• Slides: Slide Deck
• Intended Audience: Intended for those with basic knowledge of macro and financial markets
• Content:
  • I provide a structural framework for developing long-term capital market assumptions, which are vital for allocating investment funds.
  • I then apply this framework to the current macro environment.

Macro For Managers

• Topic: Introduction to tools corporate managers can us to include macroeconomic analysis into their business planning
• Slides: Slide Deck
• Intended Audience:
  • Business managers across various industries.
  • Used in corporate consulting settings.
  • No macro knowledge required
• Content:
  • I provide a few tools for you to track the economy and integrate into your business decision making process (i.e. complement bottoms up with top down).
  • I then apply these tools to the current outlook for the US economy.

Quantitative Methods in Finance

• Topic: Lecture notes for basic quantitative methods used in asset allocation
• Slides:
  • Step 1: Explore the data
  • Step 2: Explain the asset movement
  • Step 3: Forecast returns / vol / comovement
  • Step 4: Protect via diversification
• Intended Audience:
  • Slides in a 14 session daytime MBA course at KFBS (UNC)
  • Users are expected to have some working knowledge of asset allocation (e.g. CAPM, MPT), basic statistics and regression

Intro to Regression & Inference

• Topic: Primer on statistics and regression needed for causal inference

• Slides:

  • Statistical Inference
  • Regression

• Intended Audience:

  • Primer on use for students across various programs
  • Users are expected to have some exposure to statistics