1

The Number That Said It Was Safe: Institutional Lessons In Algorithmic Trading Risk Management

eminemv507rrq1
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 roughly halved the portfolio’s reported risk. Months afterward, the trades that came to be called the “London Whale” had https://aitradingsystemdevelopmen30628.blogvivi.com/43404769/the-number-that-said-it-was-safe-institutional-lessons-in-algorithmic-trading-risk-management
Report this page

Comments

    HTML is allowed

Who Upvoted this Story