Question
S 1: How d o e s 'Monetary Inflation' impact t h e markets? Performexternalresearch Assetsup. Assets down. 2: You are deploying a medium-term swing
S
1: How d o e s 'Monetary Inflation' impact t h e markets?
Performexternalresearch
Assetsup.
Assets down.
2: You are deploying a medium-term swing trading strategy. If the TPI changes from +0.6 to -0.2, what i s most likely your optimal strategy?
Buy
Sell
Preparetobuy
Prepare to sell
Do nothing
3:You are deploying a medium-term swing trading
strategy. If t h e TPI changes from -0.5 t o -0.15, what i s most likely your optimal strategy?
Prepare to sell
Buy
Do nothing
Prepareot buy
Sell
4: What are the fundamental behavioral components in non-stationary data?
A trending component
A seasonal component
A random component which cannot be attributed to either trends or repeating oscillation
A & B
A &C
A, B & C
B & C
5: What is 'Dovish' monetary policy?
Perform external research
The expansion of the money supply.
The quarantine of high default probability MBS's from the open market.
FED operations to increase inter-bank liquidity to drive down interest rates.
The monetization of extreme debt burdens.
The printing of dollars with images of doves on them.
All the above.
Selections A to D
6: Why is the Sortino Ratio considered
"better" than Sharpe Ratio
It doesn't punish upside volatility.
They are the same thing.
Omega Ratio is better.
Sharpe ratio rewards upside volatility.
The denominator for Sharpe ratio uses downside volatility.
7: Discretionary technical analysis [???]
Does not work, because its just your biases being displayed through your drawings.
Does not work, because we haven't become good enough at it yet
Works some of the time
Does not work in crypto because of volume manipulation by the largest exchanges colluding to run stop-losses and 'paint' certain price reversal patterns to induce contrarians into taking losing positions.
8:What is the difference between the sortino and the omega ratio?
Omega uses a probability density function of negative returns for the denominator and sortino uses downside deviation for the denominator.
There is no difference, they both use the accumulated variability of returns to make a judgement on portfolio efficiency.
Omega uses semivariance for the denominator and sortino uses the probability density function of negative returns in the denominator.
Omega uses standard deviation of negative returns for the denominator and sortino uses standard deviation of total returns in the denominator.
Omega uses semivariance for the denominator and sortino uses semivariance in the numerator.
9: You're deploying a long term SDCA strategy.
Market valuation analysis shows a Z-Score of 1.3
Long Term TPI is @ 0.4 (Previous: -0.2)
Market valuation has been below 1.5Z for a few months.
What is your optimal strategic choice?
This is a combination of what you've learned in Long term and Medium term sections
Do not start DCA
Continue DCA
Stop DCA
Pause DCA
Deploy LSI of remaining capital
10: You're deploying a long term SDCA strategy.
Market valuation analysis shows a Z-Score of 0.99
Long Term TPI is @ -0.5 (Previous: -0.25)
Market valuation has not been below 1.5Z yet.
What is your optimal strategic choice?
This is a combination of what you've learned in Long term and Medium term sections
Do not start DCA
Continue DCA
Stop DCA
Pause DCA
Deploy LSI of remaining capital
11: You're deploying a long term SDCA strategy.
Market valuation analysis shows a Z-Score of 1.64
Long Term TPI is @ -0.9 (Previous: -0.7)
Market valuation has been below 1.5Z for a couple of months.
What is your optimal strategic choice?
This is a combination of what you've learned in Long term and Medium term sections
Do not start DCA
Continue DCA
Stop DCA
Pause DCA
Deploy LSI of remaining capital
12: Which one of these "assets" is tangent to the efficient frontier? (Original vanilla MPT)
No calculations necessary.
Sharpe: 2. Omega 4.
Sharpe: 1.9. Omega 8.
Sharpe: 2.2. Omega 5.
Sharpe: 1.3. Omega 8.1.
13: Of all the price analysis methodologies that exist, which are the foundational methods.
Longing & Shorting.
Mean reversion & liquidity extraction.
On-chain & Macroeconomic.
Mean reversion & trend following.
Volume & sentiment.
Trading & Investing.
14: Crypto is generally negatively correlated to:
GLD
•SPX
DXY
TLT
15: Modern portfolio theory uses which two measurements to classify the efficiency of assets.
Expected return & Semivariance
Expected return & Standard density of millivariance
Expected return & Standard deviation
Expected return & Probability density of negative returns
16: How does one achieve 'time-coherence'?
Macroeconomic. Asset class trends derived from information coming from the real economy. Closely related to capital flows.
Through the manipulation of chart time resolution or indicator calibrations tomake the indicators operate over the same intended signal period.
Volume Profiling. Price based levels of interest based on the aggregation of purchase data. Cannot be falsified.
Entry Price/Exit Price Structuring.Strategic forecasting through the use of trend lines, Fibonacci levels and oscillator studies.
17: Lack of time coherence leads to:
Excessive constructive interference.Signals producing too much alpha.
Excessive constructive interference.Signals alpha decaying.
Excessive mixed interference. Signals converted into market beta.
Excessive destructive interference. Signals not producing alpha.
18: Assuming the omega ratio is a superior method of classifying asset efficiency relative to the sortino ratio, which two measurements should ACTUALLY be used in modern portfolio theory?
Expected return & Standard density of millivariance
Expected return & Standard deviation
Probability density of positive returns & Probability density of negative returns
Expected return & Semivariance
19: What is the highest form of analysis?
Macroeconomic. Asset class trends derived from information coming from the real economy. Closely related to capital flows.
Systemization. The method of aggregating multiple informational inputs to eliminate human bias and increase signal.
Volume Profiling. Price based levels of interest based on the aggregation of purchase data. Cannot be falsified.
Entry Price/Exit Price Structuring.Strategic forecasting through the use of trend lines, Fibonacci levels and oscillator studies.
20:Crypto is generally positively correlated to:
SPX
•TLT
GLD
DXY
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started