SS6 LOS 23c Forecasting tools... including, studying, capital, helpful, methods

yuoska

LOS 23c Demonstrate the application of formal tools for setting capital market expectations, including statistical tools...yadah yadah

Schweser notes that multi-factor models and time series analysis are no longer in L3 curriculum, and states that you will not be asked qns about them. But also then go onto say that you should learn it. Mmmmm....very helpful.

Long winded way of asking...are you guys studying the statistical methods i.e. shrinkage estimators, time series estimators, multi factor models.

Im betting yes, but hoping you will say no!

pennyless

A Q more than a year ago.

Do we need to know volatility clustering, and know how to calculate variance/covariance for multifactor model?

Roflnadal

actually, you should learn it as the multifactor model is actually very useful. especially if you are gonna be a quant.

CY



Edited 1 time(s). Last edit at Tuesday, April 5, 2011 at 01:48PM by rivercharlesy.