VaR or other Risk Measures for heavily skewed trades?

https://www.elitetrader.com/et/thre...trading-strategies.379959/page-2#post-5981012

you can do anything. given your portfolio what-if scenarios can be run. so, you have portfolio...what-if fedfunds goes up 25 basis points

 

But those correlations come from historical data

 

assume correlation of 1, -1, and zero as three axes to shock your book.

 

If you can't make $100 consistently you will never reach a million, basic logic but apparently still not something you can comprehend ...

 

Good Evening p0box4,

You are right.

Luckily for me, I am not the only trying to do it for me.

 

What, are you defending SML and his poisoned mind about getting to a million quickly?

 

oh. I have that guy on block.

you should too. He made it sound like you were polluting this thread

 

that kind of -1 and 1 corr assumptions are unrealistic and produce useless results

 

Then why do you keep going on about that million if you can't even make $100 consistently ...?

 

Good Morning p0box4,

I can make a million dollars a year in trading markets