Can someone please provide the slides for Trade Strategy and Execution chapter that sir had shared earlier Thank you
SSEI QForum Latest Questions
Sir, below is Q on rebalancing asset allocation from actual CFA AM session – 2018. I am confused about : How much detail we have to write in the AM session as this guideline answer seems a lot. Is this answer okay ...
What is the implication of bullet 2, position size ?
Can you explain the solution 2, especially the part of relevance of forward variable in regards to this line – “The same conclusion holds concerning the forward relationship. If the contemporaneous variable were defined so that it is realized at ...
In the core, it is written “if the factor exposure is fully neutralized, the active risk will be entirely attributed to Active Share;” How ? If factor exposure is fully neutralized, i.e. beta of factor k in portfolio is equal to ...
“A receiver swaption would allow the plan to receive a fixed (higher) rate if rates rally” As per my initial understanding, receiver swaption is option to receive fixed and pay floating. We will exercise the receive fixed option when rates fall ...
In the example from core, they have used maturity to calculate weights for the treasury bond to compute G-spread. In noted, sir has dictated using the effective duration for doing so. Should we give precedence to maturity as given in core, ...