Deep Dive: CFA® Level I Prep 2026

ETHICS - Standard VII: Responsibilities as a CFA Institute Member

Deep Dive: CFA® Level I Prep 2026

Show Notes

Standard VII reinforces the duty to uphold the reputation and integrity of the CFA designation. It requires members and candidates to comply with the Code and Standards, avoid any conduct that could harm the CFA Institute, and never misrepresent the meaning or implications of earning or pursuing the CFA charter.

More from Deep Dive: CFA® Level I Prep 2026

Jan 26, 2026

Reading 7: Estimation & Inference with Mara Ellington & Dorian Hayes. In this bite-sized CFA L1 episode, we turn symbols into intuition: Sampling methods: simple random, stratified, cluster, convenience & judgmental. Central Limit Theorem: why sample means of size n behave (almost) normal. Resampling: using bootstrap & jackknife when theory won’t give you a clean formula. Quick, focused revision for your next Quant mock.

Jan 21, 2026

Dive into Simulation Methods from Quantitative Methods – CFA Level I with Mara Ellington & Dorian Hayes. Normal vs lognormal curves for asset prices & returns How Monte Carlo paths price risk in portfolios Using bootstrap resampling when data is limited Turn randomness into insight, one simulation at a time.

Jan 20, 2026

Portfolio Mathematics – CFA Level IJoin Mara Ellington and Dorian Hayes as they turnChapter 1 Quantitative Methods into something you can actually use. Build intuition for expected return, variance & risk. See how covariance and correlation shape portfolios. Use Roy’s safety-first ratio to guard against shortfall risk. Perfect bite-sized review for your CFA Level I prep.

Jan 15, 2026

CFA® Level I Boost w/ Mara Ellington & Dorian Hayes Learn how to turn messy scenarios into clean probability trees and sharp conditional expectations—in one focused session. Draw & read probability trees like an analyst Master P(A|B) = P(A∩B)/P(B) without fear Apply the logic to payoffs, defaults & simple return paths Perfect for commute-length revision and exam-day clarity.

Jan 10, 2026

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”.

See all episodes →