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
- 2
- Exam body
- CFA Institute
- Cost on Trustner
- Free
Every chapter below has Foundation, Deep Dive, and Advanced material — read in any order, expand each chapter to see the full content.
About this course
CFA L2 Quant focuses on multivariate regression, time-series analysis, and machine-learning intuition. Item sets test whether you can read regression output, identify violations of OLS assumptions, and recommend remedial actions. ~6-9% of L2 weight.
Who this is for
- CFA L2 candidates.
- Working analysts using regression in valuation/forecasting models.
- Quant-curious investment professionals.
What you'll learn
- Multiple regression — interpretation, assumptions, diagnostics
- Time-series analysis — AR, MA, ARMA, unit roots, cointegration
- Machine-learning fundamentals — supervised vs unsupervised, overfitting
- Big data techniques in investment research
- Probabilistic approaches: Monte Carlo, simulations
Course material — 2 chapters
Each chapter offers three tiers — Foundation for the core concept, Deep Dive for worked examples and practitioner depth, and Advanced for edge cases and exam tips. Click any chapter to expand.
- 1Reading 1
Multiple regression — interpretation and inference
- Coefficients and t-tests
- F-test for joint significance
- R² and adjusted R²
- Multicollinearity, heteroskedasticity, serial correlation
✓ Full chapter — read, examples, FAQ, MCQs - 2Reading 2
Time-series analysis — AR, MA, unit roots, cointegration
- Autoregressive (AR) models
- Moving-average (MA) and ARMA
- Unit-root tests, stationarity
- Cointegration
✓ Full chapter — read, examples, FAQ, MCQs
More from CFA® Level 2
CFA® L2 — Economics
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CFA® L2 — Financial Statement Analysis
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CFA® L2 — Corporate Issuers
Capital structure decisions, ESG analysis, M&A and corporate restructuring at the depth analysts need.
CFA® L2 — Equity Investments
Equity valuation models — DDM, FCFE, residual income, market-based — applied to actual companies. Item-set heavy.