AppliedNumeric answer

You are long $500$ shares of a stock whose daily price changes have a standard deviation of $\$2$ and are roughly normal. What is the one-day $95\%$ value at risk of the position, in dollars, to the nearest dollar?

Answer with a number. Fractions, powers and expressions like 23/6 or C(52,5) are read correctly in practice.

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Inventory: carrying risk, shedding it, and the reservation price

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Optiver, IMC Trading, Citadel Securities

You are long 500500500 shares of a stock whose daily price changes have a standard deviation of $2\$2$2 and are roughly normal. What is the one-day 95%95\%95% value at risk of the position, in dollars, to the nearest dollar?

More market making questions

You are long $500$ shares of a stock whose daily price changes have a standard deviation of $\$2$ and are roughly normal. What is the one-day $95\%$ value at risk of the position, in dollars, to the nearest dollar?