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Pramit Dutta
14 lines
318 B
YAML
14 lines
318 B
YAML
risk:
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target_vol: 0.10
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max_gross_exposure: 1.0
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max_single_asset_exposure: 0.25
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stressed_regime_multiplier: 0.5
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illiquid_market_multiplier: 0.6
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data_reliability_penalty:
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high: 1.0
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medium: 0.85
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low: 0.6
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market_hours:
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inr_derivatives_open_utc: "03:45"
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inr_derivatives_close_utc: "10:00"
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