Tag: risk-management
Interview Questions
- How deep are Kelly drawdowns?
- Why professionals bet fractional Kelly
- Hedging jet fuel with crude, what risk is left?
- Short into an earnings print you didn't choose
- Long inventory, but nothing scheduled. Hold or trim?
- You're long 500 lots and news drops in five minutes
- Should you widen your spread before earnings?
- Two faces bust you now
- The fixed-jackpot slot, press your luck
- Double or nothing, when do you walk away?
- When the biggest face is the trap
- Keep rolling or bank it, the greedy pig game
- You keep getting hit on the bid
- You widened and now get zero fills
- Balanced fills, yet the PnL bleeds
- One counterparty always trades right before the move
- You keep getting lifted, what do you do?