Author: Jérémie Smaga
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CFA Level II: Quantitative Methods, ANOVA Table
Good evening everyone, Following my last post on multiple regression, I would like to talk about ANOVA tables as they are a very important part of the Level II curriculum on quantitative methods. ANOVA stands for ANAlysis Of VAriance; it helps to understands how well a model does at explaining the dependent variable. First of…
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CFA Level II: Quantitative Methods, Multiple Regression
Following my first post about the Level II and specifically correlation, I am now moving on to the main topic if this year’s curriculum: multiple regression. Before I get started, I want to mentioned that the program talks about regression in 2 steps: it starts by discussing the method with 1 independent variable and then…
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CFA Level II: Economics, Exchange Rates Basics
Good evening everyone, My weekly task is to go through the Economics part of the Level II curriculum. I was a bit afraid of it, because it was clearly my week point at the Level I and because I think that this topic covers a lot of material compared to its allocated number of questions.…
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CFA Level II, Quantitative Methods: Correlation
Good evening everyone, So I’m finally getting started to write about the CFA Level II material, and as I process in the classic order of the curriculum, I will start with the Quantitative Methods part. If you have a bit of experience in quantitative finance, I believe this part is quite straightforward. Actually, it talks…
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C# Parallel Processing for Stock Paths simulation
Good evening everyone! 2013 hasn’t started very well for me as I’ve been sick for the past week and completely unable to work on anything even on a bit of CFA. Thankfully, I’m now starting to get better and I can again put a few words – or pieces of code – together. I decided…