What's new

part2

  1. Z

    EWMA model returns

    Hi, I am reviewing the EWMA model section and found returns were calculated on straight (Pt+1/Pt)-1, shouldn't the returns be calculated on log basis? Also what's the assumption for the test per se?
  2. Nicole Seaman

    Exam Feedback November 2016 Part 2 Exam Feedback

    We hope that everyone did well on the exam! We would love to hear any feedback that you have. How did it go? Did you encounter unexpected questions? Thank you in advance for any feedback you can provide!
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