Tier 4 · QuantFree

Linear Algebra for Economics

The Matrix

10 modules~76 min totalVerifiable certificate on completion

Syllabus

01Vectors, Matrices, and the Covariance MatrixMath

8 min

02Eigenvalues and EigenvectorsMath

9 min

03PCA and Factor ExtractionMath

9 min

04Singular Value Decomposition (SVD)Math

9 min

05Random Matrix Theory: Marchenko-Pastur and ShrinkageMath

9 min

06PCA and Factor Extraction

7 min

07Factor Models and APT

6 min

08Covariance Estimation and Shrinkage

6 min

09Linear Programming in Finance

7 min

10SVD and Applications in Finance

6 min

From Module 1 — read a sample

A symmetric table where cell (i,j) records how much assets i and j move together. Diagonal cells = each asset's own variance. Off-diagonal = how correlated they are. Multiplying weights by this matrix gives you portfolio variance.

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