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Arbitrage Hedge Fund / Risk Review

Risk controls

Sizing, exposure, liquidity, resolution, and model drift.

Monitoring Active
Controlled Access

Resolution Risk & Failure Modes

Resolution, counterparty, liquidity, and model failures can prevent convergence.

Mandatory Audit Trail

Model Drift Deviation+1.2 sigma
Data Latency / Staleness14ms Avg
Feed A
Feed B
Feed C