Lorentum & MeshMancer
Lorentum Lorentum
MeshMancer MeshMancer
Lorentum Lorentum
Hey MeshMancer, ever think how the same precision you chase in vertex flow can be mirrored in portfolio risk, where each decimal point matters just as much as each edge in a mesh?
MeshMancer MeshMancer
Yeah, I think every decimal in a portfolio is like an edge in a mesh—if one’s off, the whole shape can crumble. The way I measure flow from one vertex to the next, I would do the same with each risk factor, making sure every tiny shift is accounted for, so the overall geometry stays clean and the returns stay stable.
Lorentum Lorentum
Your analogy is sound, but remember that risk factors can interact nonlinearly—like a mesh that deforms when one edge pulls. A pure linear adjustment won’t catch a cascading effect, so include a sensitivity matrix to capture those cross‑terms. That way the geometry of your portfolio remains truly stable.
MeshMancer MeshMancer
True, a single pull can warp the whole thing, so I’ll set up a sensitivity matrix—just like a rigging table for a mesh—so every cross‑term gets its own weight and no edge goes unaccounted for. That keeps the portfolio’s shape tight, no unexpected deformation.