Kevin Cole - Systematic Multi-Strategy from 100+ Models (S5E12)
Flirting with Models
Is Your Risk Management Process Systematic?
The vast majority of a risk maniomet process is systematic. Most of the investment commttee's roll is very passive in observatory. We've developed a set of tools that helped to boil that down into factor exposure, sector exposures and so on. And then we can take at the crowding level and identify times where maybe our portfolio has been over-exposed or under-exposure. So an investment committee will meet every day to look at how things are running. But for those, i'll shift gears now and then come back to the systematic part.
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