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Loc Nguyen
https://www.goodreads.com/vl307
Loc Nguyen
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(page 126 of 325)
"6. Instruments: not yet going into the framework, just an overview of how to decide on instruments
a) Min req: open data, accessible min size, controllable price drivers, some volatility; b) instr fit w style: max no of instrs; low correlation for diversification; low cost & high liq (high cost & low liq = slow trade); balance skew of instr w style (e.g. use (+) skew rule on a (-) skew asset); c) access methods" — Jul 11, 2024 12:10AM
"6. Instruments: not yet going into the framework, just an overview of how to decide on instruments
a) Min req: open data, accessible min size, controllable price drivers, some volatility; b) instr fit w style: max no of instrs; low correlation for diversification; low cost & high liq (high cost & low liq = slow trade); balance skew of instr w style (e.g. use (+) skew rule on a (-) skew asset); c) access methods" — Jul 11, 2024 12:10AM
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