Our P123 models for example are easy to follow by anyone. Some have very low turnover, some not, but not excessive. They are made up of no more than 30 stocks, so even w/o fractional shares they can be followed with small amounts. And no shorting, so ok for retirement accounts
Doesn’t risk management by loading risk factors involves exposures to hundreds of stocks, long and short. Or how else do you do it?
On this thread I’m coming to the realization that perhaps we just create the infrastructure (API, components) and just do minimal tweaks the the UI
As far as where to start doing practical specs I’ll start a thread called Risk Model MVP and put a link to a shared google folder where the latest agreed upon spec will reside. It will be open for edits, comments, etc.
Sound ok?