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Advanced Risk Systems: Correlation, Controls and Research Audits

Expert·4 min read
Advanced Risk Systems: Correlation, Controls and Research Audits

Learning objectives

  • Explain the technique and the conditions under which it may fail.
  • Reproduce the worked calculation, where applicable.
  • Apply the concepts to paper-only scenarios and state when taking no action is preferable.

Individual edges are not a portfolio plan

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Advanced Risk Systems: Correlation, Controls and Research Audits