Glossary entry (derived from question below)
English term or phrase:
ERATS
French translation:
Extreme Risk-Adjusted Trade Size (ERATS)
Added to glossary by
FX Fraipont (X)
Oct 14, 2011 13:28
12 yrs ago
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English term
ERATS
English to French
Bus/Financial
Investment / Securities
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Je suis à la recherche de la traduction de ce sigle :
Extend Range Analysis and Targeting System
Extend Range Analysis and Targeting System
Proposed translations
(French)
4 | Extreme Risk-Adjusted Trade Size (ERATS) |
FX Fraipont (X)
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Change log
Oct 24, 2011 08:36: FX Fraipont (X) Created KOG entry
Proposed translations
2 days 18 hrs
Selected
Extreme Risk-Adjusted Trade Size (ERATS)
See discussion
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Comment: "Merci !"
Discussion
Par contre il y a ERATS, une variation sur le thème de " Adjusted Trade Size or RATS ".
"Risk Adjusted Trade Size with Expected Shortfall and Extreme Value Theory
The latest risk management tool developed by the Cambridge Strategy called Extreme RATS (ERATS) uses the most advanced quantitative measures of extreme risk, Extreme Value Theory and Expected Shortfall.
http://www.thecambridgestrategy.com/.../leverage-adjustment-...