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Quantitative Finance · शब्दावली

Stop-loss rule, de-risking ladder, time stop क्या है?

अन्य नाम: stop-loss rule · de-risking ladder · time stop

Definition 8.2 The Desk and the Firm · अध्याय 8 — Managing a Book through Drawdown

A stop-loss rule stops a strategy when its drawdown from its running peak exceeds a threshold. A de-risking ladder cuts a strategy’s size in steps as its drawdown deepens (halving at a first threshold, stopping at a second) instead of stopping it at once. A time stop stops a strategy that has made no new high for a given length of time, whatever the depth of its drawdown.

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