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    Exam Feedback November 2019 Part 2 Exam Feedback

    I'm not sure how often they update the "Newly Certifieds" page, but the amount of people listed hasn't changed since 1/23.
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    Exam Feedback November 2019 Part 2 Exam Feedback

    Nevermind, just saw a badge labeled as 2020.
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    Exam Feedback November 2019 Part 2 Exam Feedback

    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.
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    Mean reversion

    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...
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    Estimating Autocorrelation within Equity Markets

    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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