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Window Functions, Macro Joins & Analytics

Advanced Finance SQL

Master the SQL techniques used daily in quant research: window functions for time-series analytics, moving averages, CAPM beta calculation, and point-in-time macro joins.

6 lessons ~2h total 0 completed+600 XP available

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Curriculum

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Module 1: Window Functions

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Row-level analytics with OVER and PARTITION BY.

SQL Window Functions: 20-Day Moving Average & Volatility

Advanced15 minOVERPARTITION BY

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Module 2: CAPM Beta

0/1

Compute rolling beta vs the SPY benchmark.

Rolling CAPM Beta in SQL

Advanced20 minCAPMbeta

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Module 3: Macro Joins

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Join macro indicators to equity data with point-in-time correctness.

Point-in-Time Macro Join

Advanced18 minpoint-in-timelook-ahead bias

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Module 4: RSI & Signals

0/1

Generate buy/sell signals with window functions.

RSI-14 in Pure SQL

Advanced22 minRSICASE WHEN

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Module 5: Date Filtering

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Filter by date ranges and aggregate by month.

SQL Date Filtering & Monthly Returns

Intermediate12 minDATE()BETWEEN

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Module 6: Multi-CTE Pipelines

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Chain multiple CTEs to build analytical pipelines.

Multi-CTE SQL Pipeline: Portfolio Analytics

Advanced18 minmultiple CTEsWITH...AS

Certificate of Completion

Finish all 6 lessons to earn a Advanced Finance SQL certificate you can add to your LinkedIn and CV.

6 lessons remaining

What You'll Be Able To Do

Write complex CTEs for portfolio analytics
Calculate rolling metrics over price data
Build financial data pipelines in SQL

Difficulty Breakdown

intermediate1 lessons

advanced5 lessons

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