I’m curious - how many of you folks use VaR to gauge the riskiness of your portfolio?
Are there any special adjustments you have to make for the calculation methodology for forex?
Do you mean “value at risk”? Doesn’t represent a coherent method of risk evaluation for me. Does any of 3 VaR methods could predict CHF event (even it is 1% out of 99% confidence that you won’t lose such big amount)??
Maybe it is more applicable to stocks but I doubt it’ll gain popularity among traders, particularly scalpers 