1

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

williamy594exq0
In Early 2012, a portfolio inside JPMorgan Chase’s Chief Investment Office was breaching its risk limits. Then a new value-at-risk model was introduced, and the problem appeared to disappear. Under the new model, the portfolio’s reported risk fell by roughly half. Months later, the trades that became known as the https://algorithmictradingsoftwar52738.wikiadvocate.com/730581/when_the_risk_model_is_the_risk_what_institutions_know_about_algorithmic_trading_risk_management
Report this page

Comments

    HTML is allowed

Who Upvoted this Story