Hints and tips:
...Eric Robertsen at Standard Chartered says: “The VaR shock is now in full effect, and we have moved from a ‘normal’ increase in volatility to a shock where risk management becomes the overriding priority...
...With constant refreshing of characters, VAR could become a long-running comedy series, like Cheers for the social media era....
...Hui and Heubel Liquidity ratio = (Pmax − Pmin) /Pmin / (V/OI) … where Pmax is the highest daily price over a 5-day rolling period, Pmin is the lowest daily price over the same period, V is the average daily...
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...For the F1 car, I had imagined the acceleration of a Saturn V space rocket....
...Analysts predict Goldman’s V.A.R. ran high in the second quarter as well....
...Whether the recovery is V-shaped, as consensus believes, or U-shaped and anaemic as I have argued, asset prices should be moving gradually higher....
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