Northstar Risk: Excess Kurtosis
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ADV
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AUM
Average Daily Volume
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Beta
Beta Exposure
Chief Investment Officer
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CIO
Coefficient Of Determination
Conditional Value at Risk
Convexity
Credit Risk
Credit Spread 01
Credit Spread Duration
CR01
CRO
CS01
Cumulative Return
cVaR
Delta
Delta Exposure
Delta Normal VaR
Diversification Score
Dollar Duration
Duration
DV01
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Excess Kurtosis
Expected Shortfall
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Foreign Exchange Quoting Conventions
FX
FX Quoting Conventions
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Gamma Exposure
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Gross Market Value
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Historical VaR
Hit Rate
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Incremental Value at Risk
iSharpe
iVaR
Jensen's Alpha
Kurtosis
Leverage
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Liquidity Risk
Long/Short Equity
Macaulay Duration
Marginal Value at Risk
Market Risk
Merger Arb
Merger Arbitrage
Modified Duration
MTD
Multi-Strategy
Notional
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OTC
Over the Counter
P&L
Performance Attribution Analysis
Principal
Profit and Loss
R2
Realized Value at Risk
Rho
Risk Management
Risk Manager
Risk Reduction Potential
Risk-Adjusted Return
Risk-Based Performance Attribution Analysis
Risk-Free Rate
RRP
rVaR
Sharpe Ratio
Skewness
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Systematic Risk
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Theta
Tracking Error
t-Statistic
Turnover
Value at Risk
VaR
Variance
Vega
Volatility
YTD
Excess Kurtosis
See
Kurtosis
.
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