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garp16-p2-72

  1. K

    Information Ratio v t-stat on alpha

    I show IR = alpha/volatility(alpha) and..... t-statistic = alpha coefficient/alpha s.d. How are these two different?
  2. L

    GARP.FRM.PQ.P2 Important Difference in Information Ratio Formula (garp16-p2-72)

    Dear David, I’ve had some confusion, misunderstanding and doubts when doing 09 Level I Annotated Boot Camp. Appreciate your kind help on this! I’ve noticed an important difference between you and FRM handbook with respect to calculating information ratio: in all your practice...
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