CFA® L2 — Quantitative Methods
Multiple regression, time-series, machine-learning fundamentals, big-data techniques. Quant that actually shows up in research roles.
Quick info
- Layer
- Professional Certifications
- Track
- CFA® Level 2
- Estimated hours
- 30 hrs
- Chapters
- 4
- Exam body
- CFA Institute
- Cost on Trustner
- Free
The full chapter-by-chapter syllabus is published below so you know exactly what you're committing to. Individual lesson pages are being authored progressively over the coming weeks. Bookmark this page or browse all courses.
About this course
Multiple regression, time-series, machine learning fundamentals, and big-data techniques. Quant that actually shows up in research roles.
Who this is for
- CFA L2 candidates.
- Research analysts using statistical models.
What you'll learn
- Multiple linear regression and diagnostics
- Time-series modelling — AR, MA, ARMA
- Machine-learning fundamentals — supervised, unsupervised
- Working with big data and alternative data sources
Full syllabus — 4 chapters
- 1Reading 1
Multiple regression
- Model specification
- Heteroscedasticity, multicollinearity, autocorrelation
- 2Reading 2
Time-series analysis
- Stationarity, AR(p), MA(q)
- Cointegration
- 3Reading 3
Machine-learning intro
- Supervised vs unsupervised
- Decision trees, neural-network basics
- 4Reading 4
Big data techniques
- Alternative data
- Text analytics in research
About the exam
- Provider
- CFA Institute
Note: ~5-10% of CFA L2 weight.
The exam is administered by CFA Institute. Trustner Academy is not affiliated with CFA Institute; we provide independent preparatory educational material. See our disclaimer.
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