Author: Capitalist Exploits

VAR Shocks

VAR Shocks

How much money can you lose on any given day according to an entire squadron of dynamic variable factors? It’s called value at risk (VAR), and because every hedge fund, investment bank, prop house, and algo firm wants to assess […]

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Where To For Gold?

Regular readers know I’m a big fan of discrimination. As such, I choose my friends wisely. Also Read Q2/H1 Hedge Fund Letters – Letters, Conferences, Calls, And More Stanley Druckenmiller On Liquidity, Macro-Investing, & Margins What’s the Liquidity on an Asset […]