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  1. TurtleDaddy

    Spearman Rank Decay

    Hello everyone! This may be a bit irrelevant to the FRM examination, but i came across this Credit Suisse research pdf (http://www.scribd.com/doc/62210581/CSFB-Quant-Research) and was wondering about the implementation of spearman rank decay analysis presented on pp.27. If we take exhibit 34...
  2. TurtleDaddy

    GARP materials sufficient?

    Hello turtlings! I am thinking about signing up for the FRM part 1 exams in may and am trying to learn as much as possible about the study materials available from GARP and 3rd parties. From snooping around this forum, there seems to be several options in terms of study materials: 1.GARP...