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4

B is the correct choice. I honestly would wish multiple choice would not even exist. It is the worst way of testing knowledge in my opinion. Without knowing the details of what was taught, I would say choosing C is definitely the wrong answer. The df in t-student can be used to estimate/model fat tails. According to Fat Tails in Financial Return ...


3

For Rentech, try the Greg Zuckerman book, "The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution". HSBC Hedge Fund Report might be of use for other funds.


5

Most RIAs have to file a Form ADV, through which some information is publicly available via SEC's website. Further, large RIAs are sometimes involved in high profile civil lawsuits through which information, e.g. revealed by current or former employees in the discovery process, becomes accessible in the form of public court filings. This would be available ...


0

If your Sharpe ratio is positive when you are long your high portfolio and short your low portfolio, your high portfolio had larger returns than the low portfolio. Your mean return of the long-short portfolio is positive. This is only possible if, on average, the sum of the long return and the short return is positive.


1

OK, suppose, for example, that a bond issuer sells a new bond in two tranches - 144A and Reg S. They are surely not fungible, and may trade at a slightly different price for technical reasons. But in 40 days the issue becomes seasoned, and the tranches can be converted into one another pretty easily. Therefore they can be assumes to trade at the same price. ...


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