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  1. K

    Exam Feedback November 2015 Part 1 FRM Exam Feedback

    I also passed, made my evening!! 1,1,1,1
  2. K

    Exam Feedback November 2015 Part 1 FRM Exam Feedback

    Anyone else get a really small answer on the last one? Something like .00002
  3. K

    Exam Feedback November 2015 Part 1 FRM Exam Feedback

    I could have sworn it was a minimum Sharpe Ratio and to find the best IR... Also, I believe the second fund had the highest IR given a min 35% SR.
  4. K

    Geometric Brownian Motion

    I have noticed GBM in the BT study material but nowhere in the FRM text (at least under quant). Can anyone confirm that this subject has been removed from FRM Quant portion?
  5. K

    Information Ratio v t-stat on alpha

    I show IR = alpha/volatility(alpha) and..... t-statistic = alpha coefficient/alpha s.d. How are these two different?
  6. K

    Case Study Specifics

    Does GARP tend to ask case study specifics regarding constituents names and products used in misuse of financial products? For example the question relating to Financial disasters of Foundations.
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