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BobsGuide Software Rankings 2020 – Runner Up – Best Customer Service
BobsGuide Software Rankings 2020 – Runner Up – Best Customer Service
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Enriching the HVaR Calculation:
Predicting the Past:
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.
TS Imagine EMS Integrates with Appital’s Bookbuilding Platform Ahead of Launch
EMS integration automates historically manual processes, unlocking hard-to-find liquidity for the buyside community.
Limitations of HVaR:
When the Future No Longer Looks Like the Past
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.
