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Sorry to hear, looks like you were close though. From the looks of your score vs the one donworth quoted.... The last 2 sections have more weight, so would think they barely got by considering the weights and higher scores.

It worked for me.. I saw my quartile... 1211... if this is for real!!

I wouldn't trust anything until you get your email.

If I search my first name though, nothing!

But I cannot locate my name on the page.... it just says one result. Which is weird because I have a pretty unique last name. If I add any letter past my name, it will then say 0 results.

so.....really weird. If I search my last name. Not found. But there are empty boxes. However, if I hit control + f to search the page, it says "1 result" ....lol.

Under My Programs.

I received as well. I think its just a marketing email. They have a practice question in it too.

I would read and cover the sections in order. Why not review Foundations before quant? Get your algebra fresh. I felt the exam had a good amount of Foundations theory questions when I took it a few weeks ago too. Definitely 20% of the exam. Just my opinion, but I would just go in order.

I would read all of the BT notes, they aren't too long and are concise. David takes the time to hash out what is important so you don't have to waste your time. Supplement this with GARP text if needed. Search for answers to questions on the forum, or ask if you cant find a thread. I feel...

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I put net short. Can’t remember what exposure direction I put though. Hopefully increase!

Wow, nice. I’ve done audit and control type work mostly, but nothing really quantitative until a few years ago when I moved to Treasury. A few grad stat classes too.

Just curious. How many hours would you estimate you put in? I would say 250-300. Probably closer to 300. I watched every video, read all notes, did all BT problems and 75% of GARP practice exams... until I started catching errors on them. My work paid, so I tried to put in my best effort...

I remember putting that I believe.

Yup, you might be right. Unbiased would mean n-1, so 2. Damn! :mad: I always get the "n" or "n-1" confused.

Each set had 3. When you took the average and found the differences both set differences were -.04, 0, .04. Squared diffs would be .0016 + .0016 + 0 = .0032 ------> .0032 / 3 = .001066666 --------------> sqrt(.001066666) = 0.0326598632 Could be mistaken, just what I remember.

I put .03 as well. Squared differences, both sets had one nullified (i.e. 0). All were .04^2 (two were negative, but doesn't matter when squaring). Summed to .0032... divide by 3. Take square root, equals .032 Hope that's right at least!

Not model risk, would be liquidity (was that an answer... I can't recall). Hedge was designed OK if they were able to meet margin calls on the short term futures.

I put variation too. Believe it was framed with a market movement type wording. Initial is up front, maintenance is the trigger. At least how I understand it.