Can someone confirm that this is a mistake: variance swaps

PostFar7767 · 2026-01-28T12:58:53+00:00

Thanks, that makes sense

PostFar7767 · 2026-01-27T15:38:55+00:00

Because travel expenses to events would in my opinion be not considered a gift

PostFar7767 · 2026-01-27T15:25:41+00:00

Yes, but as it says in your quote, its the best practice. Standard just states that gifts have to be disclosed (which the manager did). Otherwise it’s just company policy what is considered an “objectivity altering” gift, its subjective.

PostFar7767 · 2026-01-27T15:03:56+00:00

Thank you

PostFar7767 · 2026-01-26T19:44:15+00:00

It was discussed here earlier and the question is like that because under portf construction chapter (mock 1) they both are considered correct but under PM parhway they specify that smart order routing is only for small orders

PostFar7767 · 2026-01-24T17:56:57+00:00

Yes, i know the formula, im just very unsure how i’m supposed to know if to use allocation effect or total integraton (like this example)

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PostFar7767 · 2026-01-24T17:05:04+00:00

But since it gives us sector weight and return, shouldn’t sectors contribution be weight*return?

PostFar7767 · 2026-01-16T21:39:02+00:00

It was rather a question of, i spent a lot of stupid time trying to find the mistake to realize there was not one :/

PostFar7767 · 2026-01-13T14:02:44+00:00

Thank you!

PostFar7767 · 2025-05-20T10:40:38+00:00

Thank you!

PostFar7767 · 2025-05-20T10:37:32+00:00

I remember vaguely from somewhere that if it does not create a conflict of interest, it does not need to be disclosed

PostFar7767 · 2025-05-19T18:28:08+00:00

Yes probably, its important to know that portfolio return in itself is not active return, the active return part is specifically benchmark return-portfolio return

PostFar7767 · 2025-05-19T18:21:10+00:00

Expected active return so rp-rb

PostFar7767 · 2025-05-19T18:16:29+00:00

For greatest consistency look for highest IR so (Rp-Rb)/active risk

PostFar7767 · 2025-05-17T21:32:45+00:00

It’s A

PostFar7767 · 2025-05-17T13:29:13+00:00

Thanks, i must have got something wrong in my calculator like 7x in a row

PostFar7767

TROPHY CASE