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Cross-Portfolio PnL Correlation Methodology

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2026/3/9

This document describes how **cross-portfolio PnL correlation** and optional **crisis regime analysis** are implemented in RiskOfficer. The logic runs in the **RiskOfficer backend** (Celery task `correlation.run_correlation_analysis`); market data (historical prices) comes from the Data Service.

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资源信息

数据来源
bigquery-gharchive
分类
document-processing
创建时间
2026/3/9
更新时间
2026/4/26

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