1

When The Risk Model Is the Risk: Institutional Lessons in Algorithmic Trading Risk Management

anthonyh938oia4
In Early 2012, a portfolio inside JPMorgan Chase’s Chief Investment Office was breaching its risk limits. Then a new value-at-risk model arrived, and the problem seemed to vanish. The new model cut the portfolio’s reported risk roughly in half. Months afterward, the trades that came to be called the “London https://algorithmic-trading-softw74061.ltfblog.com/41805634/when-the-risk-model-is-the-risk-algorithmic-trading-risk-management-the-institutional-way
Report this page

Comments

    HTML is allowed

Who Upvoted this Story