This is a summary of links featured on Quantocracy on Friday, 10/29/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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An Introduction to Value at Risk Methodologies [Quantpedia]Understanding the risks of any quantitative trading strategy is one of the pillars of successful portfolio management. Of course, we can hope for good future performance, but to survive market whipsaws, we must have tools for sound risk management. The Value at Risk measure is such a standard tool used to assess the riskiness of trading and investment strategies over time. We plan to unveil