Ready to elevate your Excel skills into quantitative finance... without leaving Excel?
In this practical, finance-focused session, you'll:
- Explore core quant finance concepts like normality checks, efficient frontier analysis, and Monte Carlo simulations.
- Seamlessly integrate Python to perform advanced financial analyses and simulations directly in Excel.
- Understand and check data stationarity, resample time series data, and confidently interpret results... all within Excel.
What's included:
- 75-minute advanced Excel live training with Microsoft MVP
- Free ebook copy of Advancing into Analytics
- Comprehensive demo notes and resources
- Workshop recording access
- Certificate of attendance
Here's what past learners have to say:
- “George has a solid core of knowledge on everything Excel and does excellent webinar training sessions.” – Scot H., Analytics Principal
- “George is a tremendous teacher. Makes topics very easy to understand & relatable.” – Jorge C., Senior Operations Analyst
- “Very informative and very to-the-point! Thank you!” – Marcello D., Project Analyst
- “I highly recommend these tutorials. Nicely paced and easy to follow. Great for all experience levels.” – Miranda G., Senior Purchasing Analyst
- “George clearly walks through everything, explaining with detail to replicate but without being overwhelming.” – Steph R., Data Analyst
Who should attend:
Perfect for Financial Analysts, Investment Professionals, Portfolio Managers, Risk Analysts, Data Analysts, and any Excel user ready to master quantitative finance techniques.
Software Requirements:
About your instructor:
George Mount, founder of Stringfest Analytics, has over 10 years of data analytics expertise and is the author of Modern Data Analytics in Excel (O’Reilly, 2024). As a Microsoft Excel MVP and LinkedIn Learning instructor, he has trained tens of thousands of professionals to excel in data-driven environments.
After completion:
You'll receive your free ebook, supplemental training videos, and a certificate upon course completion.
