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macrocephalopod's profile
macrocephalopod
macrocephalopod
macrocephalopod
@macrocephalopod

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macrocephalopod

@macrocephalopod

Paul Allen, Vice President M&A, Pierce & Pierce (Sie/Hir) | Vegan | Silence is Violence | Women’s Rights Are Human Rights | ACAB (Assigned Cephalopod At Birth)

Joined December 2020

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    1. Jorge Adrian‏ @JorgeCalderonMx 3 Mar 2021

      🐋 I truly enjoy a “based on true story” movie 🐋...great talk about Correlation Stress Testing of Stock & Credit Portfolios by Professor Nathalie Packham and the @CQFInstitutepic.twitter.com/RS1wvpFC7d

      1 reply 0 retweets 3 likes
      macrocephalopod‏ @macrocephalopod 3 Mar 2021
      Replying to @JorgeCalderonMx @CQFInstitute

      This is cool, I haven't seen any source that was able to list their positions before.

      10:36 AM - 3 Mar 2021
      1 reply 0 retweets 0 likes
        1. Jorge Adrian‏ @JorgeCalderonMx 3 Mar 2021
          Replying to @macrocephalopod @CQFInstitute

          And the exercise is very good to prove that correlations decay with increasing maturity difference

          0 replies 0 retweets 0 likes
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