Return <10% at bank prop trading arms? Transparency from financial statements

Discussion in 'Trading' started by pinetboltz, Sep 22, 2018.

  1. srinir

    srinir

    Could you give me more color on 100x var? Is it one day var @ 5% significance? I have seen CVaR been used instead of VaR.

    What is GMV?
     
    #21     Sep 26, 2018
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