1

The Number That Said It Was Safe: What Institutions Know About Algorithmic Trading Risk Management

ashleighb727mgz4
Early In 2012, a portfolio in JPMorgan Chase’s Chief Investment Office was running over its risk limits. Then the bank adopted a new value-at-risk model, and the problem seemed to go away. Under the new model, the portfolio’s reported risk fell by roughly half. Within months, the trades later known https://algorithmictradingsoftwar74951.corpfinwiki.com/10171696/the_number_that_said_it_was_safe_algorithmic_trading_risk_management_the_institutional_way
Report this page

Comments

    HTML is allowed

Who Upvoted this Story