How to create a Variance Covariance Matrix in Excel

This is a short video that demonstrates an easy method to generate a variance covariance matrix in excel. The VCV can be used with Solver to create portfolio optimizations.

[jacobfoster]

Thank you Ric. I’ve been searching for the past hour and glad I came across your video. Everything I needed. Cheers!

[eegpas]

A GODSEND! having spent many hours doing transpose cut and paste and now facing some 30+ item matrices, did not relish spending more hours on this...now I can do it and get some coffee as well! thanks, Lin Giralt

[savannahpersons]

Thank you!! I have been stuck on this for hours! And you were so clear and quick, thank you!!!

[OfficialDotaPlayer]

Straight to the point..my guy. Good job!

[iamahypocrite]

Straight to the point. Super helpful. Thank you!

[Zangar-ftfc]

Thank you habibi from me, Sikandar, Berna, Azamon, Nisanur 💌

[danielcsanadi]

thanks man, it was very helpful to my project!

[roylogan]

Thank you for the video. I have Decision Science homework due tomorrow and I think this will help me get my work done tonight.

[sulimanal-faishi]

I love you man ..


Thank you very much

[chesk]

Can you do a video on how to calculate the variance matrix but without using a population. With just having the expected returns, standard deviation and correlation?

[jc_]

Many thanks. Wow Excel is so stupid that you have to manually copy paste the upper triangle in the end.

[sampeters]

Hi Ric,

is there a way you could share this excel spreadsheet please?


Thank you