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Hi, I am not sure what you are referring to with 'multi assset portfolio variance'? EWMA is used for volatility forecasting. The EWMA estimator has a long history in business and economic forecasting but has only more recently adopted for vol. forecasting. It is an alternative approach to...

can someone please post the original question? Curious to know what the question here asks. Thank you!

@Meadem2 no worries at all. I did not know it myself either.

I am not sure with Meadem's post, what happens if you are short some credits at the end of year? Do they withdraw your designation? Would be great to have some feedback on this from someone who is 100% sure how this is handled. Thanks! Overlap: @frmfrm: this sounds for convincing honestly speaking.

How come? Did they tell you any reason why your work exp has been rejected? I am sorry to hear this, but do you have sth. at hand now (work) to get the required work exp under your belt by 2021/22?

I am neither questioning the effectiveness of the FRM certification process nor saying anything about the level of difficulty. I am just curious how they examine the submitted work experience. This is a completely different kettle of fish!

Hi All, I just wanted to reach out to all of you with an update about the Var-Cov matrix derivation. There is one learning question (64.2 I suppose) given in David's notes and I stumbled over this topic again in my work now after some time and would like to update you with some useful piece of...

Congrats! Apparently it takes exactly two weeks and seems to be the same for eyerone. What is more, I got the impression that the confirmation sent is an automated process (sent out just in the nick of time when two weeks are over). Curious to know who does the checking at GARP whether your work...

Have been certified half an hour ago. Check yours! Submitted on the 18th of Jan. Even more keen now to help here in the forum. Thanks David, once more!

Good to hear. If everyrhing is running according to plan (relying on the 2-week process of colleagues who submitted early in Jan), we could except to see the outcome either today or tomorrow.

Did anyone submit around before the 20th of January and got certified in the meantime? Just curious because I submitted it two weeks back and received no update so far.

Hi All, does anyone have a soft-copy (pdf) of the book "Quantitative Momentum: A Practitioner's Guide ' by Wesley Gray and Jack Vogel?

Got the spreadsheet you are referring to, but have to admit that I can't see through what David is doing here on the spot. Why should there be 4 different weights? He computes that 56.8% weight in the market portfolio maximises the Sharpe Ratio, that's ok even if I did not replicate it myself...

Hi, There are no BT study notes for the new Ang chapters yet. As you imagine, the questions David comes up with do take some considerable time to write down. Anyway, these new GARP readings are highly valuable as you may have noticed that topics around factor-investing are discussed nearly every...

I did neither criticise him in person (it was a general comment saying 'someone who brings such a minimalistic view') nor does it matter how often someone has contributed to the forum! And what is more, we are talking about exam preparation and how useful the original books are and not whether...

It's like at university and many people still embody the view that passing a particular exam is everything they need - everything else is irrelevant. In short, it's not just about passing the exam; it is all about what you get out of it in the long run. One should do this exam for your...