standard risk models
1 statements across 1 episodes · 0 bullish · 1 bearish · 1 people on the record · first statement Jan 16, 2025 by Roberto Ish · across every show →
Everything said about standard risk models, oldest first
Jan 16, 2025 negative
Isch: Multi-strategy funds fail when risk models miss frequent tail events
“Most of the time what you're looking at, if you're looking at a predicted beta or a predicted vol number, is a one standard deviation, 68% confidence interval, best guess average of what the next three to six months are going to look like if they looked like t…”