What sort of risk model would you implement at your fund?
Been reading about the "Citadel risk model" on here, and how it helps attract investors to funds like Holocene, Candlestick, Woodline. If you were starting an equity long/short fund coming out of a single-manager (i.e. without the backing of a sophisticated multi-manager like Citadel), how would you go about implementing a risk model that balances this comfort for investors with the costs required?
