Statistical arbitrage Study guides, Revision notes & Summaries
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![CAIA - CHAPTER 1 REVIEW QUESTIONS AND ANSWERS.](/docpics/3729917/6540094308d37_3729917_121_171.jpeg)
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CAIA - CHAPTER 1 REVIEW QUESTIONS AND ANSWERS.
- Exam (elaborations) • 2 pages • 2023
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Define investment 
Investment is deferred consumption. 
 
 
 
List four major types of real assets other than land and other types of real estate. 
Natural resources, commodities, infrastructure and intellectual property 
 
 
 
List the three major types of alternative investments other than real assets in the CAIA curriculum 
Hedge Funds, Private Equity, Structured Products 
 
 
 
Name the five structures that differentiate traditional and alternative investments 
Regulatory Structures, Securit...
![CAIA Level II Exam Questions and Answers 100% Verified](/docpics/4624718/65df971d752cd_4624718_121_171.jpeg)
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CAIA Level II Exam Questions and Answers 100% Verified
- Exam (elaborations) • 214 pages • 2024
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CAIA Level II Exam Questions and 
Answers 100% Verified 
What advantage do multi-factor models have over single-factor models, such as the Capital 
Asset Pricing Model? - answerMulti-factor models tend to explain systematic returns much 
better than do single-factor models. By doing so, multi-factor models are generally believed to 
produce better estimates of idiosyncratic returns. 
List the three major categories of factors that drive asset returns. - answerMacroeconomic 
factors, fundamental/...
![CAIA level 1 - Topic 2 Introduction to alts Questions and Answers 100% Accurate](/docpics/4892619/660b205f7f89c_4892619_121_171.jpeg)
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CAIA level 1 - Topic 2 Introduction to alts Questions and Answers 100% Accurate
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CAIA level 1 - Topic 2 Introduction to alts Questions and Answers 100% Accurate 
 4 types of alternative assets 
Alternatives are defined by inclusion: 
Real Assets 
Hedge Funds 
Private Equity 
Structred products 
 
 
 
Real Assets 
Direct ownership of non financial assets: 
- natural resources 
- commodities 
- real estate 
- land 
- infrastructure 
- IP (intellectual property) 
 
 
 
 
Brainpower 
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![CAIA FUNDAMENTALS WITH 100% CORRECT ANSWERS.](/docpics/3729872/6540083bcc886_3729872_121_171.jpeg)
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CAIA FUNDAMENTALS WITH 100% CORRECT ANSWERS.
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Which of the following structures transforms asset ownership into potentially distinct and diverse tradable investment opportunities? 
trading structure 
 
 
 
Which of the following structures refers to the financial markets related to a particular instrument, such as whether the investment is publicly traded on an exchange? 
 
 
 
Which of the following investments most likely has a long lock-up period with a fund life of ten years or longer? 
hedge funds 
managed futures 
private equity 
stru...
![CAIA Practice Test Review 2023](/docpics/2825904/6475ec597057c_2825904_121_171.jpeg)
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CAIA Practice Test Review 2023
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CAIA Practice Test Review 2023 
Chapter 1 What is an Alternative Investment? 
1. Define investment - CORRECT ANSWER-• Investment is deferred consumption 
2. List four major types of real assets other than 
(5) land 
(6) other types of real estate - CORRECT ANSWER-• Natural resources 
• commodities 
• infrastructure 
• intellectual property 
3. List the three major types of alternative investments other than real assets in the 
CAIA curriculum - CORRECT ANSWER-• Hedge Funds 
• Pri...
![CAIA TOPIC 2 QUESTIONS WITH 100% CORRECT ANSWERS 2023.](/docpics/3729911/6540093196276_3729911_121_171.jpeg)
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CAIA TOPIC 2 QUESTIONS WITH 100% CORRECT ANSWERS 2023.
- Exam (elaborations) • 25 pages • 2023
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Normal Distribution 
○ Normal curve is symmetrical 
○ 2 halves are identical 
○ Doesn't hit zero but gets close 
○ Mean = mu 
○ Width = standard deviation = sigma 
○ Values often thought as distance from the mean in standard deviations 
§ Z value...how many standard deviations away from the mean 
 
 
 
LO 2.6.6.1: Demonstrate knowledge of the concept of informational market efficiency. 
The three forms of market efficiency include weak form (security prices fully reflect all availa...
![CAIA - Chapter 6 Questions and Answers 100% correct](/docpics/4892852/660b27d59e630_4892852_121_171.jpeg)
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CAIA - Chapter 6 Questions and Answers 100% correct
- Exam (elaborations) • 3 pages • 2024
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CAIA - Chapter 6 Questions and Answers 100% correct 
Jane studies past prices and volume of trading in major public equities and establishes equity market 
neutral positions based on her forecasts of prices. Jane consistently outperforms market indices of 
comparable risk. Does Jane's investment strategy and performance indicate: 
The underlying equity market is informationally inefficient at the weak level? 
• The underlying equity market is informationally inefficient at the semi-strong lev...
![CAIA Sample 2 Exam Questions And Answers 100% Verified](/docpics/4624725/65df97592e251_4624725_121_171.jpeg)
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CAIA Sample 2 Exam Questions And Answers 100% Verified
- Exam (elaborations) • 14 pages • 2024
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CAIA Sample 2 Exam Questions And 
Answers 100% Verified 
Samuel Tong, CAIA, has clients who await his recommendation of a particular stock that is 
about to release earnings. From his office he sends the single recommendation "Sell" to all his 
clients via a text message that includes the phrase "more info on web." Does this 
communication violate Standard V(B): Communication with Clients and Prospective Clients? - 
answerNo 
A communication may be in capsule form but members should notify c...
![CAIA Level 1 Practice Questions and Answers 100% Accurate](/docpics/4891430/660b0076798fa_4891430_121_171.jpeg)
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CAIA Level 1 Practice Questions and Answers 100% Accurate
- Exam (elaborations) • 3 pages • 2024
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CAIA Level 1 Practice Questions and Answers 100% Accurate 
Which of the following investments is most likely to be considered an institutional quality alternative investment? 
A. Vintage Wine Collection 
B. Long/Short Equity Hedge Fund 
C. High-Yield Corporate Bond Fund 
D. Small Cap Equity Index Fund 
B. Institutional-quality alternative investments exhibit risk and return characteristics that are acceptable to institutional investors. Institutional investors have risk and return objectives tha...
![CFA Level I: Mock Exam #1 questions and answers, latest updated](/docpics/6431736e5622a_2569675.jpg)
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CFA Level I: Mock Exam #1 questions and answers, latest updated
- Exam (elaborations) • 20 pages • 2023
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CFA Level I: Mock Exam #1 questions and answers, latest updated 
Under the CFAI's Professional Conduct Program (PCP), if the PCP staff determine that a sanction against a member is warranted, the member must either: 
ACCEPT OR REJECT a disciplinary sanction proposed by the PCP staff. If the member rejects the sanction, the matter is referred to a hearing before a disciplinary review panel of CFAI members. 
 
 
 
Robert Miguel, CFA, is a portfolio manager. On Saturday, one of his clients invited...
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