What's new

information ratio

  1. David Harper CFA FRM

    Problems in GARP's 2020 FRM material

    I will post here selected observations made (either by myself or subscribers/members) about the newest material. As most already know, the entire Part 1 FRM has experienced a big change, but the change can be deceiving in appearance because as I replied over on the reddit FRM board, with respect...
  2. G

    R8.P1.T1.Amenc_Ch4_RISK_MGMT_Topic:INFORMATION_RATIO_RESIDUAL vs_ACTIVE

    In reference to R8.P1.T1.Amenc_Ch4_RISK_MGMT_Topic:INFORMATION_RATIO_RESIDUAL vs_ACTIVE: The Residual Risk is the idiosyncratic Risk = any risk which is not the Systemic Risk and that Total Risk = Systemic Risk + Residual Risk. Having said that though, I am trying to get the standardized...
  3. 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...
Top