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How We Think About Portfolio Risk and Volatility
Manage episode 283631158 series 2866512
Building on the last discussion about setting individual position risk limits using stops and position sizing, we talk about how we think about risk and volatility on a portfolio level. How we use correlation and other tools to select the instruments to trade and how to divide risk up over return drivers.
https://youtu.be/wupuHyfL40A
https://www.youtube.com/playlist?list=PLiWGC9_PMsWPohL8S6ceoOn3WWoq__ZB3
17 episoder
Manage episode 283631158 series 2866512
Building on the last discussion about setting individual position risk limits using stops and position sizing, we talk about how we think about risk and volatility on a portfolio level. How we use correlation and other tools to select the instruments to trade and how to divide risk up over return drivers.
https://youtu.be/wupuHyfL40A
https://www.youtube.com/playlist?list=PLiWGC9_PMsWPohL8S6ceoOn3WWoq__ZB3
17 episoder
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