Todos los libros

Profesional

Apps Acerca de Coach Iniciar sesión Empezar a leer

Quantitative Finance · Glosario

¿Qué es Loss limit?

Definition 27.3 Market Making and High-Frequency Trading · Capítulo 27 — Risk Controls

A loss limit is a threshold on the realised plus marked-to-market loss of a strategy, desk or firm over a period (a day, usually), beyond which the loss triggers a kill action at that level.

Leer en el capítulo →