For everyone that passed in November, are you being certified as an FRM as of 2019 or 2020?
I haven't seen anyone certified as of 2020 on the directory so I assume they will certify people who passed in November as of 2019.
Hello David,
I have a question in regards to Meissner's mean reversion calculation of Dow Jones returns.
On the X axis, is he plotting the correlation between the Dow's returns at (t) relative to (t-1)?
And I don't understand what he's plotting on the x-axis. Is this the difference between 2...
Hello,
I am trying to understand how to calculate the autocorrelation of an equity asset. I've attached a spreadsheet with monthly SPY values. I've calculated the arithmetic monthly returns and have run correlations for both the SPY price and returns. For the returns, the autocorrelation is...
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