zerodown0 Profile picture finance faculty and @Genusfossilfree portfolio manager. Formerly fixed income and math. Dad of three. Markets, Bikes, Kids.
Jul 13, 2020 7 tweets 4 min read
Okay #volatility twitter and #pensions twitter, the #AIMCo post mortem on their VOLatility Trading Strategy (VOLTS) program was released last week.…

@bennpeifert @choffstein @profplum99 @PensionPulse If you work in financial technology development/implementation please use this as motivation for your painful, but vital work

"The limitations of the risk system had previously been recognized, and its replacement had been identified and was in the process of being implemented"