We're working on developping an algorithm to define risk in a vehicle lease portfolio.
for example: portfolio is 100mm worth of vehicle leases. cars,trucks construction equipment etc. want to develop a correlation matrix so that we can ensure that we're not overloaded in an area or perhaps require further dilution in a non correlative item such as a loader.
in stocks and commod we use closing day prices. any comments or suggestions would be greatly appreciated.
i'm tinkering with the payment and the payment pattern. then i would like to potentially explore purchasing ttb by exporting data say from excel and dump it into ttb - the lease game is all about risk and quantification of risk.
ie no more than 2% in a position - curent portfolios are so out of whack
it's incredible. these folks have no concept about risk within their own portfolios, unless they understand trend, risk etc...... -
Discussions about Money Management and Risk Control.
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