I suggest you add an App to...

liquidity adjusted volatility numbers

looks at daily average trading volume related to position and adjusts historical volatility according to a measure of liquidity. This adjusted vol could be used as an override or stress test input etc.

(This idea is from Mohsen)

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AdminEric Pearl (Admin, Imagine Marketplace) shared this idea  ·   ·  Flag idea as inappropriate…  ·  Admin →

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