2018 US Technology Elite Awards
TS Imagine was named as Best Risk & Regulatory Solutions Platform of the Year 2018 and Best Institutional Portfolio Management firm by US Business News.
HVaR, By Dr Lance Smith, Chief Strategy Officer, TS Imagine Historical VaR (HVaR) has become a standard measurement of risk, in which a current portfolio is subjected to the market conditions of a prior day and the resulting P&L is recorded. Read entire article here.
HVaR assumes that present market dynamics are captured in past behavior so what should we do when the world changes? Since Russia's invasion of Ukraine, commodity markets have entered new trading patterns and Lance Smith, TS Imagine Chief Strategy Officer explains some of the tools that can be used to help HVaR without disturbing other risk factors.
The most striking and recurrent theme for buy-side traders is a unanimous desire for better pre-trade analytics and decision support tools.