In the chat room today, RG decided to do an impromptu live talk to discuss some recent questions on the forum regarding risk modeling and capital use efficiencies. The differences between reported asset manager performance and proprietary trading program performance metrics are discussed in detail. Though the bulk of the event is focused on this topic, there is also a short section at the beginning covering recent discussions about data discrepancies reflected in MarketDelta Footprint Bar Statistics.
Again, a special thanks to FatFish for displaying and recording his desktop which made this video possible.
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