Trading Monitoring & Rebalancing is covered in Study Sessions 16. The table below summarizes what concepts were tested between 2009 and 2015 essay exams.
|
Year
|
Q#
|
Concepts tested
|
|
2014
|
10
|
Calendar rebalancing and percentage-of-portfolio rebalancing, corridor width,
Volume-weighted average price (VWAP) algorithm and implementation shortfall
algorithm, calc. component of implementation shortfall.
|
|
2012
|
3
|
Market characteristics, algorithmic participation strategy, rebalancing strategies.
|
|
2010
|
8
|
VWAP, Implementation shortfall, corridor widths
|
|
2009
|
10
|
Corridor widths, rebalancing strategies
|