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trendmanagement / Tmqr-framework-2

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Agenda for Monday 11 Dec meeting #98

Open nikolas-joyce opened 6 years ago

nikolas-joyce commented 6 years ago
  1. how to trace issue when pnls do not square with deltas and change in product.
  2. advice on multi product dashboard and how to have separate risk targets for each "group" in a smart campaign. Monitor the individual product groups and choose equal or under weight based on the Kelt LP.
  3. Check the top performer selection in V1 with examples.
nikolas-joyce commented 6 years ago

How to implement concentration limits in multi product smart campaign.