var

  1. jairamjana

    Learning Spreadsheets Request

    I haven't bought the Bionic Turtle Study Set yet. I am moving through all the concepts from the GARP Material and additionally the BT Youtube Videos by David Harper and they were really excellent as they helped me in understanding parts which I haven't been able to get through from the...
  2. I

    VaR

    Dear David, i would appreciate your help in one of my assignments. I have been following your videos on youtube, they are extremely helpful! However, i have a question from one of them: How do you get the number in J12 / I13 window? Is it supposed to be the same as in E12? I would be themost...
  3. T

    Square Root Rule with Mean Reversion & AutoCorrelation - VaR & Volatility

    David, I am now thoroughly confused by the Square Root Rule and scaling the VaR under the circumstance of Mean Reversion and Auto correlation. In search of an explanation, I found this thread http://forum.bionicturtle.com/newreply/1729/ , but your link is not attached anymore. The rules for...
  4. V

    How to calculate VAR for a portfolio of FX of 3 currencies

    HI David In the forum, calculating VAR for two asset, I find your calculations: VAR=critical-z * sqrt(Positions matrix row vector * Var-covar matrix * Positions matrix column vector) I would like to ask whether I can use this formula to calculate VAR for a portfolio of FX volatility of 3...
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