Ryan O'Connell, CFA, FRM
Ryan O'Connell, CFA, FRM
  • Видео 143
  • Просмотров 2 355 515
Explaining the Capital Asset Pricing Model (CAPM) & Security Market Line (SML)
In this video, Ryan O'Connell, CFA, FRM, provides an in-depth explanation of the Capital Asset Pricing Model (CAPM) and the Security Market Line (SML). Learn how to calculate the expected return of a security (E(r)), understand the risk-free rate (R(f)), and explore the concept of Beta (B) and systematic risk. Ryan breaks down the CAPM formula and demonstrates how to determine if a stock is overvalued or undervalued in finance. By the end of this video, you will have a comprehensive understanding of the CAPM explained and the significance of the SML in investment analysis. Perfect for finance professionals and students alike, this video covers all essential aspects of the Capital Asset Pr...
Просмотров: 429

Видео

Backtesting a Trading Strategy in Python With AI Generated Code
Просмотров 1,2 тыс.16 часов назад
Join Ryan O'Connell, CFA, FRM, as he guides you through backtesting a trading strategy using Python, enhanced with AI-generated code, to achieve optimal investment results. Start by setting up Datalore and creating a new Jupyter Notebook, then move on to retrieving and analyzing historical stock data to calculate daily returns. Learn how to identify the biggest losers each day and simulate a me...
AI Era Valuations: Nvidia Surpasses A Peak DotCom Bubble Multiple
Просмотров 70314 дней назад
In this video, Ryan O'Connell, CFA, FRM, delves into the AI era valuations compared to the peak of the DotCom bubble, highlighting how Nvidia surpasses the highest multiples from the DotCom era. Learn about the severity of the DotCom crash and Microsoft's key roles in both eras, with a focus on Price to Earnings (PE) and Price to Book (PB) ratios. Discover how Nvidia's price-to-book multiple ex...
Efficient Frontier and Portfolio Optimization Explained | The Ultimate Guide
Просмотров 1,8 тыс.21 день назад
In this comprehensive video, "Efficient Frontier and Portfolio Optimization Explained | The Ultimate Guide," Ryan O'Connell, CFA, FRM, breaks down the essentials of efficient frontier and portfolio optimization, with modern portfolio theory explained in detail. Starting with an overview of risk and return for a single stock, the video then explores risk and return in a two-asset portfolio. Ryan...
How to Calculate Inflation Rate and Consumer Price Index (CPI)
Просмотров 983Месяц назад
Learn how to calculate inflation rate and how to calculate consumer price index (CPI) with Ryan O'Connell, CFA, FRM. This video provides a clear and concise guide, starting with the definition of CPI and inflation rate in macroeconomics. You'll discover how to calculate the price of a basket of goods and then move on to calculate Consumer Price Index (CPI). Finally, we'll cover the steps to acc...
Bear Put Spread: Strategy & Profits
Просмотров 578Месяц назад
Join Ryan O'Connell, CFA, FRM, as he demystifies the Bear Put Spread Strategy in this comprehensive video guide. Learn the ins and outs of this vertical debit spread, starting with a clear definition of put options and advancing through the mechanics of executing a Bear Put Spread by buying a put with a higher strike price and selling a put with a lower strike price. Gain insights into how long...
Bull Put Spread Strategy Explained | Vertical Spreads & Credit Spreads
Просмотров 6612 месяца назад
Dive deep into the Bull Put Spread Strategy, also known as the put credit spread, with Ryan O'Connell, CFA, FRM, in this comprehensive guide. Discover how this popular vertical spread technique can enhance your trading portfolio by learning the critical steps of selling a put with a higher strike price and buying a put with a lower strike price. This video breaks down each component of the Bull...
Put Options Explained: Learn to Buy & Sell Puts
Просмотров 6872 месяца назад
Dive into the world of options trading with "Put Options Explained: Learn to Buy & Sell Puts," hosted by Ryan O'Connell, CFA, FRM. This video kicks off with a clear and concise definition of put options, setting a solid foundation for beginners. Follow along as we delve into detailed explanations of buying put options, showcasing how investors can leverage these for potential profits. We also c...
The Bear Call Spread Option Strategy Explained
Просмотров 8472 месяца назад
Discover the intricacies of the Bear Call Spread Option Strategy, also known as the bear credit spread, call credit spread, or vertical bear call spread, with Ryan O'Connell, CFA, FRM, in this detailed tutorial. Learn how this approach can help manage risk and enhance profits through a step-by-step breakdown of selling a call with a lower strike price and buying a call with a higher strike pric...
Call Options Explained in 5 Minutes | Buying & Selling Calls
Просмотров 1,6 тыс.2 месяца назад
Dive into the world of "Call Options" with our quick guide, "Call Options Explained in 5 Minutes | Buying & Selling Calls," on the Ryan O'Connell, CFA, FRM channel. Starting with a clear "Call Option Definition," we move to practical insights on initiating a "long call" strategy in "Buying Call Options Explained." The video then transitions to "Selling Call Options Explained," where you'll lear...
Straddle Option Strategy Explained: From Theory to Practice
Просмотров 2 тыс.2 месяца назад
Join Ryan O'Connell, CFA, FRM, in his latest video, "Straddle Option Strategy Explained: From Theory to Practice," where he demystifies the complexities of the straddle option strategy. Dive deep into the mechanics of long and short straddles, including detailed profit calculations using Excel, ensuring you understand how to maximize returns while managing risks. Explore the effects of theta de...
Bull Call Spreads Explained: Options Trading Strategies
Просмотров 1,5 тыс.3 месяца назад
Discover the power of options trading with our comprehensive guide to bull call spreads. This video, presented by Ryan O'Connell, CFA, FRM, breaks down everything from the basics of a call option to detailed steps on executing a profitable bull call spread strategy. He answers the question "What is a bull call spread?". Learn how to maximize your profits with a long call option and understand t...
Expected Shortfall & Conditional Value at Risk (CVaR) Explained
Просмотров 3,6 тыс.3 месяца назад
Unlock the secrets of financial risk management with Ryan O'Connell, CFA, FRM, as he dives deep into Expected Shortfall, Conditional Value at Risk (CVaR), and Value at Risk (VaR). Discover why Expected Shortfall is a crucial metric for assessing tail risk and how it compares to the broader applications of CVaR and VaR in risk analysis. Learn practical skills with step-by-step tutorials on calcu...
Delta Hedging Explained: Options Trading Strategies
Просмотров 4,7 тыс.3 месяца назад
Unlock the secrets of delta hedging with our comprehensive guide on options trading strategies. Discover how delta impacts option Greeks, and learn the difference between positive and negative delta to optimize your hedging techniques. Explore the dynamics of delta changes over time and with stock price fluctuations, and compare static versus dynamic hedging approaches. Gain practical insights ...
Option Vega Explained: Options Volatility From Beginner to Pro
Просмотров 1,5 тыс.3 месяца назад
In this comprehensive video, "Option Vega Explained: Options Volatility From Beginner to Pro," we dive deep into the concept of Vega, a crucial option greek that measures an option's sensitivity to changes in implied volatility. Discover how volatility impacts option pricing, extrinsic value, and learn the difference between implied and historical volatility. Explore real-world examples of how ...
Dynamic Delta Hedging Explained In Excel
Просмотров 3,3 тыс.3 месяца назад
Dynamic Delta Hedging Explained In Excel
Theta Explained for Beginners: Mastering Option Time Decay
Просмотров 1,3 тыс.3 месяца назад
Theta Explained for Beginners: Mastering Option Time Decay
Gamma Explained: Shaping Option Delta
Просмотров 1,2 тыс.4 месяца назад
Gamma Explained: Shaping Option Delta
Delta Explained: An Options Trading Beginner's Guide
Просмотров 2,1 тыс.4 месяца назад
Delta Explained: An Options Trading Beginner's Guide
Stock Annual Return & Standard Deviation in Excel | FREE FILE
Просмотров 6 тыс.4 месяца назад
Stock Annual Return & Standard Deviation in Excel | FREE FILE
Up Capture & Down Capture Ratios in Excel | Portfolio Performance
Просмотров 1,9 тыс.5 месяцев назад
Up Capture & Down Capture Ratios in Excel | Portfolio Performance
Mastering the Information Ratio & Tracking Error in Excel
Просмотров 3,7 тыс.5 месяцев назад
Mastering the Information Ratio & Tracking Error in Excel
Time Value of Money Explained for Beginners
Просмотров 3,6 тыс.5 месяцев назад
Time Value of Money Explained for Beginners
Calculate Bond Price Using Financial Calculator | Present Value
Просмотров 3,5 тыс.6 месяцев назад
Calculate Bond Price Using Financial Calculator | Present Value
Calculate NPV & IRR Using Financial Calculator | BA II Plus
Просмотров 1,6 тыс.6 месяцев назад
Calculate NPV & IRR Using Financial Calculator | BA II Plus
Protective Puts Explained | Option Strategy Basics
Просмотров 6 тыс.6 месяцев назад
Protective Puts Explained | Option Strategy Basics
The Greeks Explained: Options Analysis in Excel
Просмотров 5 тыс.6 месяцев назад
The Greeks Explained: Options Analysis in Excel
Futures Pricing and Valuation Simplified
Просмотров 2,5 тыс.6 месяцев назад
Futures Pricing and Valuation Simplified
Covered Calls Explained | Option Strategy Basics
Просмотров 3,3 тыс.7 месяцев назад
Covered Calls Explained | Option Strategy Basics
SOFR Futures Explained: 3-Month & 1-Month Pricing in Excel
Просмотров 3,6 тыс.7 месяцев назад
SOFR Futures Explained: 3-Month & 1-Month Pricing in Excel

Комментарии

  • @balchandrapaudel8202
    @balchandrapaudel8202 7 часов назад

    you are best teacher

  • @cherlynn99
    @cherlynn99 8 часов назад

    Fantastic content!! So glad I found you!

    • @RyanOConnellCFA
      @RyanOConnellCFA 6 часов назад

      Thank you, I'm glad you found me as well!

  • @talkswithbhagawati849
    @talkswithbhagawati849 День назад

    payback period might be 3.14 instead of 4.86

    • @RyanOConnellCFA
      @RyanOConnellCFA 19 часов назад

      Can you show us our math that led you to believe that?

  • @konstantinosl6992
    @konstantinosl6992 День назад

    A whole book chapter in 8 minutes. Thank you very much

    • @RyanOConnellCFA
      @RyanOConnellCFA День назад

      It is my pleasure and thank you for the support Konstantinos

  • @SazuPoland
    @SazuPoland День назад

    You are the best Ryan!

  • @ron3252
    @ron3252 День назад

    Great explanation of a very important model!

  • @rithikprasad7760
    @rithikprasad7760 День назад

    Thanks for the lessons, Ryan. Would love to see video of CAPM in Python.

    • @RyanOConnellCFA
      @RyanOConnellCFA День назад

      Thanks for the idea! I can look into that topic in the future

    • @rithikprasad7760
      @rithikprasad7760 День назад

      ​@@RyanOConnellCFA Thanks, want the Python series to comeback.

    • @RyanOConnellCFA
      @RyanOConnellCFA День назад

      @@rithikprasad7760 I hear you! I'll have to plan more Python videos in the future

  • @RyanOConnellCFA
    @RyanOConnellCFA День назад

    🎓 Tutor With Me: 1-On-1 Video Call Sessions Available ► Join me for personalized finance tutoring tailored to your goals: ryanoconnellfinance.com/finance-tutoring/

  • @Mongoose135975
    @Mongoose135975 День назад

    A bit of an abrupt finale. Yet, another good explanation of financial terms.

    • @RyanOConnellCFA
      @RyanOConnellCFA День назад

      Haha was there more you were hoping to see at the end?

  • @perkelator9277
    @perkelator9277 3 дня назад

    Very intuitive explanation. Thank you so much.

  • @chandangarg1151
    @chandangarg1151 3 дня назад

    Thankyou

  • @LinhongWu
    @LinhongWu 3 дня назад

    How to deal with a zero coupon bond with a maturity of 0.5 years and a coupon bond whose coupon is paid in 0.75 years(say 4% annual compounded and mature in 1.75 years)

  • @okechukwuutazi9373
    @okechukwuutazi9373 4 дня назад

    Good video. The interest rate used for discounting the gain is the floating rate

  • @ashwiiniinandesshwar3062
    @ashwiiniinandesshwar3062 4 дня назад

    I have a question on the floating side. You just took one floating rate for 0.5 years. What about other rates?

  • @Odyssey947
    @Odyssey947 5 дней назад

    Legendary explanation, currently learning derivatives at Uni of Queensland in Australia

  • @meensbeans_
    @meensbeans_ 5 дней назад

    This video was extremely helpful in understanding how a bank deals with expected credit loss for a corporate bond where a company potentially defaults. Would the same method apply for an individual client?

  • @kamosmash
    @kamosmash 6 дней назад

    Great explanation

  • @adityabhosale7
    @adityabhosale7 6 дней назад

    Thank you very much Ryan. I study finance at LSE and I find your videos extremely helpful! I hope your channel achieves much more success in the future!

    • @RyanOConnellCFA
      @RyanOConnellCFA 6 дней назад

      Congrats on getting into a great program and thank you for letting me know the impact my videos have had for you! I'm confident the channel's success will keep growing, much appreciated!

  • @SlashnKashmir
    @SlashnKashmir 6 дней назад

    Great video. Please continue similar strategy+coding concept.

    • @RyanOConnellCFA
      @RyanOConnellCFA 6 дней назад

      Thank you! This video seems to be a hit so I will definitely make more strategy and coding videos in the future

  • @pablomoure2963
    @pablomoure2963 6 дней назад

    Top notch video man¡ Could you please make a video setting up this strategy (or whichever you prefer) in a demo broker account? It would be nice to understand how to connect to broker apis, so we know the whole process end to end. Cheers

    • @RyanOConnellCFA
      @RyanOConnellCFA 6 дней назад

      Hey Pablo, great idea! I have thought of creating a series of videos on setting up algorithmic trading strategies in a paper trading account (fake money for practicing) so I will absolutely look into it in the future

  • @kwoncey4581
    @kwoncey4581 6 дней назад

    It keeps showing that //No module named 'fredapi'//. I searched internet about this question. However, there is no answer for me. Maybe I should ask here?🙃🙃🙃

  • @karimrajani2735
    @karimrajani2735 6 дней назад

    Hi, How do I add new stock symbol to the dash board?

  • @pizzaandmeth4538
    @pizzaandmeth4538 7 дней назад

    Hey Ryan, been a while....on my final run through the syllabus and realised my knowledge of Delta had reaaaallly Slipped....this is just what I needed haha..beautifuly put....about 2 weeks to go now for Level 3.

    • @RyanOConnellCFA
      @RyanOConnellCFA 6 дней назад

      Good luck! Hopefully this will be your last 2 weeks of studying for CFA ever. The freedom is really nice at the end. Keep pushing, you got this!

    • @pizzaandmeth4538
      @pizzaandmeth4538 6 дней назад

      @@RyanOConnellCFA Fr fr…can’t imagine how amazing it’ll be to spend all my free time without worrying about a test lol…..Appreciate the support 🙌

  • @shih-binshih9889
    @shih-binshih9889 7 дней назад

    thanks for sharing, always learning a lots from your video!!!

    • @RyanOConnellCFA
      @RyanOConnellCFA 7 дней назад

      Much appreciated and glad to hear that you are getting value out of it!

  • @SariKhayyal
    @SariKhayyal 7 дней назад

    Great presentation! As you noted, if you factor in the 10 US Treasury note average interest rate over the past 10 years (2.0377%) the Sharpe Ratio works out to 0.730973 for the Mean Reversion Strategy, versus 0.776654 for the DIA, and this also doesn't include transaction costs - as you also mentioned - so caveat emptor for the implementation of this strategy.

    • @RyanOConnellCFA
      @RyanOConnellCFA 7 дней назад

      Thank you and very good point! A more accurate backtest would include the risk free rate. I think a good way to adjust the prompt would be to ask the AI to source data on the 10 year treasury rates over the last 10 years, average it, and then include it in the sharpe ratio calculation as you hinted at

  • @villasolidaridad
    @villasolidaridad 7 дней назад

    THANKS MAN

  • @alwikah5664
    @alwikah5664 7 дней назад

    Top video. Possible to do the same process with Forex (EURUSD or GBPUSD) ? Thanks a lot !!!

    • @RyanOConnellCFA
      @RyanOConnellCFA 7 дней назад

      I appreciate it and thank you for the video idea! I can look into this as a potential future video topic

  • @RyanOConnellCFA
    @RyanOConnellCFA 7 дней назад

    🤖 Sign Up For Datalore: jb.gg/check-out-datalore 💾 Download Free Code & AI Prompts Automatically: jb.gg/datalore-report 🖺 Link to Full Article: jb.gg/blog-datalore

  • @AdamAdam-vu3qt
    @AdamAdam-vu3qt 8 дней назад

    Ryan, I just recently got my bachelors in finance. Would I now be eligible to take the CFA technically?

  • @shrayanduari9119
    @shrayanduari9119 8 дней назад

    Excellent explanation

  • @joeystensland2827
    @joeystensland2827 9 дней назад

    Thanks Ryan! Great video.

  • @joemamaligballs5811
    @joemamaligballs5811 10 дней назад

    What if you want to add more stocks easily though??

  • @abrahamgomez653
    @abrahamgomez653 10 дней назад

    Exam is too difficult and timd consuming. Studying for it will take over your life.

  • @danielconnell933
    @danielconnell933 10 дней назад

    Why did you use arithmetic mean instead of geometric mean

  • @tanmay-sinha9
    @tanmay-sinha9 10 дней назад

    Hi, great video. But what if I want to compare my portfolio returns vs an index, how do I do that? Given that i have invested at irregular intervals since the start.

  • @mariiguo
    @mariiguo 11 дней назад

    Thank you Ryan!! Amazing video, I followed your steps to build the tracker and it is so so helpful! I was having real challenges trying to come up with one on my own. So glad I found your channel :D

  • @aniruddhaganguly5699
    @aniruddhaganguly5699 11 дней назад

    Hello brother Ryan. Thank you for this wonderful video. Can we take four different equity stocks of same sector i.e. banking sector, information technology sector or steel sector ?

  • @vivekraunak
    @vivekraunak 12 дней назад

    Thanks @ryan for the explanation. Could you please help me understand why in floating rate bond notional principle got added in 1st cashflow? In my understanding, Principle is paid to the bondholder at the end. Also, why is the remaining cashflow 0?

  • @aion3646
    @aion3646 12 дней назад

    Sir one question: delta 0.99 call sell $500 and 0.99 put sell $900 . If the market goes up 5% then price will change as per LTP of $500 5% and $900 5% ?

  • @funtamania
    @funtamania 12 дней назад

    Isn't the strike price normally set below the spot price for protective put?

  • @JonathanBerger-m6g
    @JonathanBerger-m6g 12 дней назад

    Hey Ryan, when trying to run this code, I am getting an error that says "undefined is not an object (evaluating 'json.choices[0]')". Am I doing something wrong?

  • @chrisluala9937
    @chrisluala9937 12 дней назад

    Is this roll down pnl based on assuming the term structure is unchanged, or realizing the forwards?

  • @OreConst
    @OreConst 12 дней назад

    I love this comment section

    • @RyanOConnellCFA
      @RyanOConnellCFA 12 дней назад

      Lol you just made me take a look. I feel like I'm missing an inside joke on some of these

  • @baychow7218
    @baychow7218 13 дней назад

    why you make risk free rate 1.5 did you calculate it?

  • @BillcpSilva
    @BillcpSilva 13 дней назад

    Thank you for the video Ryan, you saved me a lot of time.

  • @gkgreen9356
    @gkgreen9356 13 дней назад

    Great video! Any chance there will be a video showing how to do this in Python? Thanks!

  • @halfman7869
    @halfman7869 13 дней назад

    I guess they are ending their service in August 2024.

    • @RyanOConnellCFA
      @RyanOConnellCFA 13 дней назад

      I just heard, that is unfortunate. I'll have to delete this video at that time and make a different version with a different data provider

  • @hyperadapted
    @hyperadapted 13 дней назад

    alright, Ill get out of my positions and short Nvidia instead.

    • @RyanOConnellCFA
      @RyanOConnellCFA 13 дней назад

      Be careful! It really is a difficult stock to try to predict the future direction of at this point

    • @hyperadapted
      @hyperadapted 12 дней назад

      @@RyanOConnellCFA true however I was just waiting and now I am more sceptical as the valuation is just out of proportion. I understand that they are the quasi-monopolists that produce the shovels to digg for gold but: a bubble is a bubble is a bubble :)

    • @RyanOConnellCFA
      @RyanOConnellCFA 12 дней назад

      @@hyperadapted Well said. And one other thing I worry about with NVDA is these super profitable monopolies don't seem to typically last long before another competitor steps in with a decent alternative. I wonder how long it was after the iPhone 1 came out before a competing option became available from another company

  • @Refsgaard32
    @Refsgaard32 13 дней назад

    Thanks for the video. I would like to combine qualitative analysis with elements of quantitative analysis to create an investment strategy. I'm starting college soon so I have 3 years to develop it:)

    • @RyanOConnellCFA
      @RyanOConnellCFA 13 дней назад

      You have got plenty of time to develop it! Thats awesome that you have figured out what you want to do way earlier than most people

  • @mradjamesable
    @mradjamesable 14 дней назад

    Great Video Ryan - as they say if you can't explain a complex topic simply, you don't understand it. Thanks for making the easy for the layman to understand (layman = me)

    • @RyanOConnellCFA
      @RyanOConnellCFA 13 дней назад

      Thank you Adrian, I really appreciate that! You may be less of a layman than you think if this video was easy to understand 💪