my nightmare AM session simple, including, individual, forex

pawn

(feel ok on most of the IPS stuff both inst/individual for the most part i think... famous last words)
q3.an alts q all about lease rates and commodities full of math
q4.macro attribution including formulas
q5.anything more than the most simple cash and carry arbitrage
q6.a full of math derivs section on currencies/forex
q7.actually doing a 2 bond hedge (i know, it's easy math, but i just haven't looked at it in ages and really am not in the mood to again even though i know i should)

i think this would be my guaranteed fail. aside from these or if they can limit out of these 5 i see maybe only 1, i should have a shot. i'm going to bomb some.

like the McD poster said though, most people will bomb the AM. you guys are either brilliant or have some serious self reporting bias to post up the AM scores that you do. just stay focused and don't get hung up on 1 question. push through it. we do this and we do it well in less than 2 days. rest up team. we've got this.

aidebaobao

security selection should use portfolio weight in both

Darien

if 2 bond tested in PM , it is easy for a lost of time can spend on it

thommo77

I doubt it will be a question.... Just know you solve for two equations, one for twists and one for shifts...

Right????


I have a lot of trouble with global performance attribution between currencies and security selection.

Why is it in micro when u do security selection you use benchmark weight while in global attribution you use the actual portfolio weights???

mik82

never will test 2 bond in Am it is time consuming

ll11

goodman2011 Wrote:
-------------------------------------------------------
> don't worry will not test two bond in AM and no
> cash and carry (tested at 2008 or 2009)
> lease rate is simple

I think they will test 2 bond hedge because it is old and not used in practice.

The curriculum should have been discussing swaptions and gotten rid of the entire 2 bond hedge portion.

If there is a question on 2 bond hedges, I would puke not because it is hard, just because it has become completely irrelevant.



Edited 1 time(s). Last edit at Thursday, June 2, 2011 at 06:10PM by Paraguay.

bkballa

don't worry will not test two bond in AM and no cash and carry (tested at 2008 or 2009)
lease rate is simple

zwjy

Global asset allocation.... That really gets me. Reading 47 EOC #5.... It's a long tough problem. If it comes up I am just praying for part marks lol.