Data Structures and Algorithms

    

Design and Implementation of a Real-time Portfolio Risk Management System

Authors: Farid Soroush

The purpose of this report is to describe the design and implementation of a real-time portfolio risk management system. The system is developed in Python and utilizes pandas and numpy libraries for data management and calculations. With the advent of high-frequency trading, risk management has become a crucial aspect of the trading process. Traditional risk management practices are often not suitable due to the high-speed nature of these trades. Therefore, there is a need for a real-time risk management system that can keep pace with high-frequency trades.

Comments: 4 Pages.

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[v1] 2023-05-12 00:38:46

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