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Quantitative Finance · Glossaire

Qu'est-ce que « Multi-strategy book, pod » ?

Aussi appelé : multi-strategy book · pod

Definition 28.1 Strategies I: Equities and Futures · Chapitre 28 — Running a Multi-Strategy Book

A multi-strategy book is a firm’s combined portfolio of several strategies run by separate teams, allocated capital or risk by a central function that nets their trades and controls their combined risk. A pod is one such team with its own capital, risk limits and P&L.

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