ARTNews
Jun 01
In this edition - June 20/01: new offerings on the ARTWeb
Highlights
New ARTicles, and all available in downloadable PDF format
New Software - Pr/rOFREE
v1.0 released
ARTSchool Autumn/Winter '01 schedule published
...
and more
Research
/ Consulting
Interest
Rate / Funding Rate Forecasting
Investment
/ Strategy Performance using Mean-Variance Optimisation
P&L
Optimal Term-structure Models
Performance,
policy, and implementation of VaR
Passport,
Managed Funds, and Real Options
P&L
Optimised (Options) Rebalance Strategies
ARTicles
UpDated June 20/01
Free research including FREE downloadable
software, with many ARTicles
on valuation, risk management, portfolio management. All ARTicles
are now provided in PDF format requiring Adobe Acrobat Reader ® v 5.0 freely
available at http://www.adobe.com/acrobat
.
New ARTicles
posted: An Efficient
Frontier Primer
Pr/rO-FREE
v 1.0 Released June 20/01
A new FREE software package has been
added to the ARTWeb.
Pr/rO-FREE
is a collection of simple "calculators" to support ARTicles
and ARTSchool
seminars. The software is intended to be for EDUCATIONAL purpose and is
necessarily an oversimplification of the real world. The first two (both
of which are described in the
TG2
Portfolio risk/return Optimisation seminar) calculators are:
OPTIC: A very simple (exotic)
Options Portfolio Trade Idea Comparison calculator that also illustrates basic
risk/return issues.
QEF: A very simple
mean-variance portfolio allocation optimiser intended to illustrate the
salient features of Efficient Frontier and Securities Market Line
analysis. You may find the related ARTicles:
An
Efficient Frontier Primer, and Optimisation
and P&L - Part 1 interesting reading.
ARTSchool
The Autumn/Winter '01 schedule has been published, a copy is provided below.
Public and in-house seminars for professionals by professionals are
listed at Current
Scheduled Seminars with a total of 29 public titles at Info
Request for all of Seminars all presented by former or current heads of
trading, risk management, and quant groups. Plus
our tailored in-house programmes designed for your trading, systems, clients and
focused on real world P&L and risk.
Electronic
Sign-up page
Special
Offers page - early booking and volume discounts
Terms
& Conditions
Testimonials
Sample
Slides
Autumn/Winter '01 ARTSchool Schedule
![[Company Logo Image]](images/ARTLoggoBlocksGrad.jpg)
