Statistical Measures of Returns with Mara Ellington & Dorian Hayes.

In this bite-size Quant Methods episode, we turn raw return data into insight:

• Means that matter: arithmetic vs. geometric returns (μ, g).
• How variance, standard deviation & downside risk frame volatility (σ, σ2).
• Reading the shape: skewness, kurtosis & (non-)normality.
• Why cov(Ri, Rj) and ρ drive diversification.

Perfect if you want CFA Level I stats to finally “click”.