3 ms·
That’s why in “legacy” (stocks/bonds/futures) risk/portfolio management side not only is there a market quote next to your position, but also #of trading days a
by balderdash 4y ago
That’s why in “legacy” (stocks/bonds/futures) risk/portfolio management side not only is there a market quote next to your position, but also #of trading days at x% of avg. daily volume to exit…and as a supervisor/risk manager you’re going to assign a lot of risk to that illiquid position (regardless of where the “price” is)