Algo Trading
When Grace Hopper wanted to explain a nanosecond to admirals who kept asking why satellites were slow, she handed each of them a piece of wire 11.8 inches long, the exact distance light travels in a billionth of a second, and told them to keep it in their pocket as a reminder that physics, not laziness, sets the limit.
⚡Software PerfReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall
🎯Risk Management Content type: AcademicLess-relevant results