Risk controls memo
Sizing, liquidity, and model-drift controls for event-market arbitrage
Updated 2026-05-13
Key point
The investable object is not just the spread; it is the spread plus sizing, liquidity, resolution, and model-drift controls.
Risk controls memo
Updated 2026-05-13
Key point
The investable object is not just the spread; it is the spread plus sizing, liquidity, resolution, and model-drift controls.