Volatility Derivatives and Variance Sw ...
Volatility as an Asset Class Volatility is considered a distinct asset class by... Read More
Reading 11: Trade Strategy and Execution
Los 11 a: Discuss motivations to trade and how they relate to trading strategy
Los 11 b: Discuss inputs to the selection of a trading strategy
Los 11 c: Compare benchmarks for trade execution
Los 11 d: Recommend and justify a trading strategy (given relevant facts)
Los 11 e: Describe factors that typically determine the selection of a trading algorithm class
Los 11 g: Explain how trade costs are measured and determine the cost of a trade
Los 11 h: Evaluate the execution of a trade
Reading 12: Portfolio Performance Evaluation
Los 12 b: Describe attributes of an effective attribution process
Los 12 e: Interpret the sources of portfolio returns using a specified attribution approach
Los 12 f: Interpret the output from fixed-income attribution analyses
Los 12 g: Discuss considerations in selecting a risk attribution approach
Los 12 i: Discuss uses of liability-based benchmarks
Los 12 j: Describe types of asset-based benchmarks
Los 12 k: Discuss tests of benchmark quality
Los 12 l: Describe problems that arise in benchmarking alternative investments
Los 12 m: Describe the impact of benchmark misspecification on attribution and appraisal analysis
Los 12 o: Describe limitations of appraisal measures and related metrics
Los 12 p: Evaluate the skill of an investment manager
Reading 13: Investment Manager Selection
Los 13 a: Describe the components of a manager selection process, including due diligence
Los 13 b: Contrast Type I and Type II errors in manager hiring and continuation decisions
Los 13 e: Evaluate a manager’s investment philosophy and investment decision-making process
Los 13 f: Evaluate the costs and benefits of pooled investment vehicles and separate accounts
Los 13 h: Describe the three basic forms of performance-based fees
Los 13 i: Analyze and interpret a sample performance-based fee schedule
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Daniel Glyn
2021-03-24
I have finished my FRM1 thanks to AnalystPrep. And now using AnalystPrep for my FRM2 preparation. Professor Forjan is brilliant. He gives such good explanations and analogies. And more than anything makes learning fun. A big thank you to Analystprep and Professor Forjan. 5 stars all the way!
michael walshe
2021-03-18
Professor James' videos are excellent for understanding the underlying theories behind financial engineering / financial analysis. The AnalystPrep videos were better than any of the others that I searched through on YouTube for providing a clear explanation of some concepts, such as Portfolio theory, CAPM, and Arbitrage Pricing theory. Watching these cleared up many of the unclarities I had in my head. Highly recommended.
Nyka Smith
2021-02-18
Every concept is very well explained by Nilay Arun. kudos to you man!
Badr Moubile
2021-02-13
Very helpfull!
Agustin Olcese
2021-01-27
Excellent explantions, very clear!
Jaak Jay
2021-01-14
Awesome content, kudos to Prof.James Frojan
sindhushree reddy
2021-01-07
Crisp and short ppt of Frm chapters and great explanation with examples.