VaR or other Risk Measures for heavily skewed trades?

Discussion in 'Risk Management' started by lime, Jul 9, 2024.

  1. p0box4

    p0box4

    No, you can't.

    You can't even make $100 consistently ...
     
    #21     Jul 11, 2024
    taowave and SimpleMeLike like this.
  2. newwurldmn

    newwurldmn

    they will produce highly conservative results.
     
    #22     Jul 12, 2024
  3. ironchef

    ironchef

    How do you manage gap risks?

    If I know how I would still be writing naked.
     
    #23     Jul 13, 2024
  4. 2rosy

    2rosy

    Search xVA also
     
    #24     Jul 13, 2024