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【FRM Part I】 Introduction to FRM

What is Financial Risk Manager (FRM)?A professional designation issued by the Global Association of Risk Professionals (GARP). Globally recognized along with other designations such as Chartered Financial Analyst (CFA).Specializes in assessing risk. RequirementsIn order to obtain FRM designation, all of the three requirements below must be met.Pass FRM Exam Part IPass FRM Exam Part II within 4 y..

Study Note/FRM 2020. 6. 17. 05:59

【Econometrics】 What is Econometrics?

What is Econometrics? Econometrics is the quantitative analysis of actual economic phenomena based on concurrent development of theory and observation, related by appropriate methods of inference. To simply put, it is a study process of mathematical statistics and statistical theory to extract simple economic relationships. The most basic tool is linear regression model. The Econometric Society ..

Study Note/Econometrics 2020. 6. 5. 02:52

【ETF Trends】Signs of Value Tilt? (2)

Recap In the last episode, my standing question was whether the overturn in weekly performance of winners and losers could be a signal for a value tilt and potentially the momentum crash. In particular, biotechnology and pharmaceutical companies that appeared resistant to COVID-19 situation, began to divert from other sectors. One week since, there has been a couple of notable developments. 2020..

Analysis/Market Monitor 2020. 6. 4. 08:46

【Equity Research】US :: Home Depot (HD)

* This report was prepared in Jan 21, 2019. Summary Home Depot is an American home improvement supplies retailing company that sells tools, construction products, and services. It currently operates in the United States, Mexico, and Canada, managing over 2,000 stores as the largest retailer in the world. Today, the US home improvement market is de facto run by Home Depot (HD) and Lowe's (LOW) as..

Analysis/Equity Research 2020. 5. 28. 14:20

【ETF Trends】Signs of Value Tilt? (1)

Value Tilt Since last Friday (May 22, 2020), there has been a development of an interesting trend, a potential migration of capital from winners into losers. compares YTD trend of ETFs of my interest. The overarching trend since the COVID-19 induced crash was the stability of gold and gold-related stocks, outperformance of bio/pharmaceutical, life science, internet and contact-free/emergency-rel..

Analysis/Market Monitor 2020. 5. 28. 11:24