1

The Number That Said It Was Safe: Algorithmic Trading Risk Management, The Institutional Way

nealed615ibt1
In Early 2012, a portfolio inside JPMorgan Chase’s Chief Investment Office was breaching its risk limits. Then the bank adopted a new value-at-risk model, and the problem seemed to go away. The new model cut the portfolio’s reported risk roughly in half. Months afterward, the trades that came to be https://algorithmic-trading-softw40516.bloggactif.com/44443087/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