Covariance Matrix in Excel Tutorial

This video covers how to construct the covariance matrix in Excel. I cover two ways to do it: (1) the covariance function in Excel, and (2) matrix multiplication in excel using Excel. The Covariance matrix itself is useful in myriad fields, especially in portfolio optimization, where it can be used when undertaining mean variance optimization and minimum variance optimization. Time stamps: * 0:00 Introduction * 0:47 The Covariance matrix * 3:02 Calculation using the Covariance function in Excel * 7:29 Calculation using Matrix algebra in Excel #Excel Courses: **************************** *MY GEAR ****************************