Regardless trading venue? 所以是指VENUE 會(huì)不會(huì)報(bào)? 什麼是DARK SIDE 不報(bào)? 如果什麼都報(bào)不是和明池一樣嗎?
這里理解不了，每年新增的capital contribution為什么是rate of contribution乘以（承諾出資-實(shí)際出資）？rate of contribution是指每年必須要新投入還未投資金額的固定比率？
這道題想理解一下，為什么AUM的上升會(huì)導(dǎo)致這個(gè)之前做小盤股的基金alpha收益下降呢？
請(qǐng)問return-based analysis分析的是基金的style，不是weight對(duì)么？所謂return-based是做因子分析，指的就是風(fēng)格因子？ 另外，如果針對(duì)hedge fund，是不是用return-based 會(huì)優(yōu)于用holding based? 謝謝
請(qǐng)問pairs trading要求歷史ρ相關(guān)性高，這里是必須ρ正相關(guān)還是負(fù)相關(guān)度高，還是都可以？pairs trading一定是long一個(gè)short一個(gè)么？謝謝
2024 mock A AM的第3題的第一問的comment 1：including fixed income asset classes in an equilibrium model是什么計(jì)算方法呀？
這里是不是應(yīng)該是（2000*1.05-500）/1.05才對(duì)？
標(biāo)藍(lán)這句話怎么理解呢？就是C選項(xiàng)為什么是對(duì)的，是什么情況
Generally speaking, implied volatility increases for put options at strike prices that are lower than the current stock price, whereas implied volatilities decrease for call options for strike prices that are higher than the current stock price; this is called the volatility skew. However, sometimes implied volatility decreases for put options at strike prices that are lower than the current stock price, whereas implied volatilities increase for call options at strike prices that are higher than the current stock price; this is called the volatility smile.
Hedge Fund 2: An equity strategy fund focusing only on Long/short equity strategies. Hedge Fund 3: An opportunistic strategy fund focusing on global macro strategies. ——2和3是怎么不符合要求呢？
表格2除了cash其他的回報(bào)都不是正的啊，為什么要投？
Why is ST set as 100? For question 6b?
這道題說fund的損失不要超過20%，為什么就是要看CVAR而不是VAR指標(biāo)呢？知道極端損失下應(yīng)該參看CVAR，但這里怎么判斷是不是極端情況
Q5，C選項(xiàng)delta也是=0的吧？C為什么不對(duì)呢？ 視頻講解老師突然得出應(yīng)該用risk reversal策略，沒懂怎么得出來的
為什么market-neutral相比long/short的volatility更低？
程寶問答
金程問答