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Quantitative Analysis = "Highly" Technical Analysis (?)

2007-02-07 09:34:00 by Jomni in Risk Management Quant
 
...Quantitative Analysis as "Technical Analysis" will probably bring in some violent reactions from quants . But I just want to point out the similarities that they share. In fact, it can be seen that Quantitative Analysis is a higher form of Technical Analysis Technical Analysis is commonly described as Charting . It is the study of charts...
 
Tags: technical, technical analysis, quantitative analysis, quantitative, technical indicators, indicators, survey results, results, reversal models
 
 
 
 
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So Logically, If She Weighs The Same As A DuckShes A Witch!

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2008-09-18 14:59:47 by Alex in RiskAnalys.is
...quantitative analysis, and then positing that because the economy sucks, Information Security should be only qualitative Now Ive been accused of being a quant in the past (hi rybolov!) but in reality the only dogs I have in this fight are the model and the application of scientific method - and really, ethically speaking, I have to be tied to...
 
Tags: risk, financial risk, poor risk management, operational risk, outcome, exploit outcome, probability, qualitative models, models
 
 
 
 
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Brushing up on my math skills...

2006-07-21 04:38:00 by Jomni in Risk Management Quant
 
...quantitative degree (I majored in Management Economics) and didn't pay much attention to my math and statistics classes in college. Yet I find financial markets (derivatives in particular) fascinating. And becoming knowledgeable in them actually gave me an edge in the industry Looking back, it seems that I chose the wrong college course. But...
 
Tags: derivatives, topics, plain vanilla derivatives, discuss topics, quantitative finance topics, financial derivatives, quantitative finance, papers, research papers
 
 
 
 
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Is Risk-Based Security Really Possible?

2007-07-26 20:42:00 by Bryan in practical risk management
 
...quantitative models don't work. I'll come back to "why you should" and "how you can" another time, but for now I want to discuss why the quantitative approach doesn't work The classic textbook quantitative risk calculation is Annualized Loss Expectancy ALE = (Impact of the event in $$) * (Number of times in a year the event will happen ...
 
Tags: security, information security, information security decisions, security management, security breach, breach, risk, wrong, ale hopelessly wrong
 
 
 
 
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Communicating about risk - part 1

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2008-05-05 18:12:14 by JonesJ in RiskAnalys.is
...quantitative model), but rather tends to be a problem with how an analyst communicates results to management With that in mind, I thought Id write a couple of posts about communicating risk. In this weeks post, Ill talk about risk qualifiers that can be critical in helping management understand the true nature of some risk scenarios I can...
 
Tags: risk, effective, cost-effective risk management, fragile condition exists, condition, unstable condition, risk qualifiers, risk condition, risk chart perspective
 
 
 
 
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Relentless Reflection - What it Means in Risk Management

2008-08-26 17:55:40 by Alex in RiskAnalys.is
 
...Quantitative approach. This means using actual units of measurement (not just amorphous percents, ordinal scales, etc.) for risk and its subsequent factors. Sure there are times when Q&D qualitative approaches are acceptable, but policy should be to have quantitative analysis whenever and wherever possible That last item - the quantitative...
 
Tags: risk management, risk, call risk management, call, relentless reflection, relentless, reflection, risk analyst, risk decision
 
 
 
 
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Compliance costs not slowing down - technology automation to the rescue

2008-01-28 13:34:00 by Ryan Shopp in practical risk management
 
...quantitative process. Only 55% of financial institutions reported using quantitative metrics, implying a limited application of process management tools and methodology Forget the name of the segment (e.g., GRC, IT-GRC, ERM, VM). The bottom line is taking a process management based approach with technology. Commercial solutions (not home...
 
Tags: technology, leverage technology automation, net income, compliance costs, primary costs continue, compliance labyrinth offers, people, process management tools, reduce people
 
 
 
 
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My QA = TA Post Sparked a Debate

2007-02-16 09:20:00 by Jomni in Risk Management Quant
 
I knew this was coming. Posting a link to my previous blog entry in a quants forum sparked a heated debate. See what very intelligent people has to say about the merits of quantitative analysis and technical analysis. Some even pointed out that TA has more realistic models than QA Link to the QA vs. TA thread Tags: quant technical analysis...
 
Tags: previous blog entry, link, quantitative analysis, realistic models, quants forum, technical analysis, intelligent people, tags, thread
 
 
 
 
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Model Validation - Not Just for Quants

2006-12-26 05:10:00 by Jomni in Risk Management Quant
 
...quantitative endeavor. Below is a quote from the article Model validation is often thought of as a rather technical and mathematical exercise. However, bank losses from model risk are often caused by poor governance of the wider modeling process, or by a poor understanding of the assumptions and limitations surrounding the model results,...
 
Tags: model validation, bank, senior bank executives, compliance, regulatory compliance reasons, purely quantitative endeavor, bank losses, poor, article recently