How to Review for the CFA® Exam

FRM: Duration Gap Management

May 2025 CFA® Level 1 Exam Results

CFA Portfolio Management Python Tutorial

A Look at VaR from the CFA® POV

FRM or CFA? What's the Difference and Where do they Overlap

Channel Update: Why You'll See FRM AND CFA Videos on Bionic Turtle Now

14 Days of CFA: Final Thoughts

14 Days of CFA: Prediction intervals from a simple regression.

14 Days of CFA: Bonus - Your Gameplan to Crush the CFA Exam

14 Days of CFA: Pricing an FRA

14 Days of CFA: Performance Measures in Portfolio Management

14 Days of CFA: A Diluted EPS Calculation

14 Days of CFA: Free Cash Flow Formulas

14 Days of CFA: 14 Days Before The May 25 CFA L1 Window

14 Days of CFA: Duration and Convexity (and a little money duration thrown in for good measure)

14 Days of CFA 2: Type I and Type II Error Chat

14 Days of CFA: Forward Exchange Rates

14 Days of CFA: Bayes and Updated Probabilities

14 Days of CFA: Binomial Option Pricing and the Risk-Neutral Probability

14 Days of CFA: Simply Calculating Macaulay Duration

14 Days of CFA: The Parity in Put-Call Parity

Crush the FRM with These Exam Day Tips

Crush the FRM with Live Expert-Led Review

The SML is a general CML (informal FRM tip series)

Why par yields are the best interest rate measure

Binomial test: if Elon Musk samples 100 twitter accounts, how many bots (fakes) are too many?

A conversation with Mark Meldrum, aka the GOAT (who has joined us at CeriFi by the way)

CFA - Tackling Classic Duration Questions

How To Study for the CFA Level 1 Exam

Convexity and risk premium impacts on shape of term structure (FRM T5-08)

Risk-neutral probabilities (FRM T5-07)

Rank Correlations: Spearman's and Kendall's Tau (FRM T5-06)

Value (VaR) Mapping a fixed-income portfolio (FRM T5-05)

Value at Risk (VaR) Backtest (FRM T5-04)

Expected shortfall: approximating continuous, with code (ES continous, FRM T5-03)

Expected shortfall (ES, FRM T5-02)

Lognormal value at risk (VaR, FRM T5-01)

R Programming Finance: Load historical stock price series (rfinance-01)

Level 1 Chartered Financial Analyst (CFA ®): Sampling and Estimation

External Credit Ratings (FRM T4-44)

R Programming: Introduction: ggplot for capital market line (CML, R Intro-08)

Level 1 Chartered Financial Analyst (CFA ®): Common Probability Distributions

Fixed Income: Key rate shift technique (FRM T4-43)

Level 1 Chartered Financial Analyst (CFA ®): Money Market Yields

Fixed Income: Duration and Convexity Summary (FRM T4-42)

Level 1 Chartered Financial Analyst (CFA ®): Correlation, covariance and probability topics

Fixed Income: Analytical Convexity; aka, modified convexity (FRM T4-41)

Level 1 Chartered Financial Analyst (CFA ®): Conditional, unconditional and joint probabilities

Fixed Income: Bullet versus Barbell Bond Portfolio (FRM T4-40)

Level 1 Chartered Financial Analyst (CFA ®): Measures of dispersion including volatility

Fixed Income: Impact of Yield and Coupon on Duration and DV01 (FRM T4-39)

R Programming Tidyverse: readr package to import data (csv, tab-separated, fixed-width) (tidy-02)

Million dollar IRA: Relative strength (RSI) measures downside momentum; an avoidance signal (IRA-06)

Level 1 Chartered Financial Analyst (CFA ®): Statistical concepts and Quantiles

Fixed Income: Duration plus convexity to approximate bond price change (FRM T4-38)

R Programming Intro: Load flat/CSV/excel file with built-in read.table function or readxl (intro-07)

Million dollar IRA: Trimming two winners (AYX, QTWO) (IRA-05)

Level 1 Chartered Financial Analyst (CFA ®): Holding period, money-, and time-weighted returns

Fixed income: Effective Convexity (FRM T4-37)