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Vega Liquidity Horizons
The file Vega_Liquidity_Horizons*.csv is loaded into the
VegaRiskWeights store.
| Data Model Field |
File Column |
Datastore Column |
Notes |
| Risk Class |
Risk Class |
RiskClass |
“Equity” |
| Market Cap |
Risk Class Sub Type |
Sub Type |
“Large” or “Small” |
| $LH_\text{risk class}$ in [MAR21.92] |
Vega LH |
Liquidity Horizon |
“20” or “60” |