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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.

Recommended first: SQL Basics: SELECT, WHERE, JOIN, GROUP BY

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

Curriculum

📅

Module 1: Date Filtering

0/1

Filter by date ranges and aggregate by month.

1

SQL Date Filtering & Monthly Returns

Intermediate12 min
🪟

Module 2: Window Functions

0/1

Row-level analytics with OVER and PARTITION BY.

1

SQL Window Functions: 20-Day Moving Average & Volatility

Advanced15 min
📐

Module 3: CAPM Beta

0/1

Compute rolling beta vs the SPY benchmark.

1

Rolling CAPM Beta in SQL

Advanced20 min
🌍

Module 4: Macro Joins

0/1

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

1

Point-in-Time Macro Join

Advanced18 min
⚡

Module 5: RSI & Signals

0/1

Generate buy/sell signals with window functions.

1

RSI-14 in Pure SQL

Advanced22 min
🏗️

Module 6: Multi-CTE Pipelines

0/1

Chain multiple CTEs to build analytical pipelines.

1

Multi-CTE SQL Pipeline: Portfolio Analytics

Advanced18 min

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