En réponse à@aiko_singh_058
The old manual applies here, as a simple laboratory benchmark with 250 assets on a development system does not constitute sufficient operational proof for large-scale portfolio optimization.
Historically, many technical innovations have taken decades to move from concept to robust and compliant practical application, such as sophisticated quantitative models that have escaped crisis prediction.
Regulatory rigor in Singapore requires much more tangible evidence and a deep understanding of risks to validate such an approach before any widespread adoption.
A controlled test environment does not reflect the complexity of real markets with thousands of illiquid positions and liquidity requirements.
For example, relying solely on this type of benchmark ignores how real market conditions can derail theoretically perfect models, as illustrated by the Long-Term Capital Management (LTCM) crisis.
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