Assume the crash position
Can technology help hedge funds and funds of hedge funds model/prepare for market crashes and extreme market conditions?
This is an extended version of an article appearing in Technology Round Table: challenges ahead for the future.
Paul Compton at SunGard believes technology can help funds and funds of funds avoid
Yes, through analysis of tail risk in portfolios. A robust and responsive risk model is able to keep pace with periods of high volatility as well as when there are changes in the structure of market
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