Backtesting

Results: 36



#Item
1Backtesting Trading Book Models Using Estimates of VaR, Expected Shortfall and Realized p-Values Alexander J. McNeil1 1

Backtesting Trading Book Models Using Estimates of VaR, Expected Shortfall and Realized p-Values Alexander J. McNeil1 1

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Source URL: www.ccfz.ch

- Date: 2015-09-13 15:04:00
    2Backtesting Value-at-Risk: A Generalized Markov Framework∗ Thor Pajhede† October 20, 2015 Abstract Testing the validity of Value-at-Risk (VaR) forecasts, or backtesting, is an integral part of modern market

    Backtesting Value-at-Risk: A Generalized Markov Framework∗ Thor Pajhede† October 20, 2015 Abstract Testing the validity of Value-at-Risk (VaR) forecasts, or backtesting, is an integral part of modern market

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    Source URL: www.cb.cityu.edu.hk

    - Date: 2016-07-08 02:22:13
      3Should You Build Your Own Backtester? Michael Halls-Moore QuantCon 2016 NYC

      Should You Build Your Own Backtester? Michael Halls-Moore QuantCon 2016 NYC

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      Source URL: s3.amazonaws.com

      Language: English - Date: 2016-07-13 11:56:32
      4Active Trading: Exploiting Asset Pricing Anomalies Instructor: e-mail: Office hours: Jacob Boudoukh

      Active Trading: Exploiting Asset Pricing Anomalies Instructor: e-mail: Office hours: Jacob Boudoukh

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      Source URL: www.faculty.idc.ac.il

      Language: English - Date: 2006-07-11 07:26:51
      58th International Workshop on Wave Hindcasting & Forecasting North Shore, Oahu, Hawaii, November 14-19, 2004 FINAL PROGRAM Sunday, November 14 4:00 – 6:00 p.m.

      8th International Workshop on Wave Hindcasting & Forecasting North Shore, Oahu, Hawaii, November 14-19, 2004 FINAL PROGRAM Sunday, November 14 4:00 – 6:00 p.m.

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      Source URL: www.waveworkshop.org

      Language: English - Date: 2004-11-02 11:29:03
      6PATTERN-RECOGNITION APPS GUIDE THE WAY THROUGH CHARTS DOES CREDIBLE FORECASTING EXIST?

      PATTERN-RECOGNITION APPS GUIDE THE WAY THROUGH CHARTS DOES CREDIBLE FORECASTING EXIST?

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      Source URL: www.tradertech.com

      Language: English - Date: 2013-01-04 12:44:59
      7Contents I Introducing Algorithmic Trading 1 Introduction to the Book . . . . .

      Contents I Introducing Algorithmic Trading 1 Introduction to the Book . . . . .

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      Source URL: www.quantstart.com

      Language: English - Date: 2015-05-18 04:58:44
      8Microsoft Word - BullCharts Marketingdoc

      Microsoft Word - BullCharts Marketingdoc

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      Source URL: www.bullcharts.com.au

      Language: English - Date: 2005-04-07 02:20:39
      9The accuracy of general practitioner workforce projections Backtesting the Dutch GP-supply model Presented by Lud van der Velden Based on Van Greuningen et al. Human Resources for Health 2013, 11:31

      The accuracy of general practitioner workforce projections Backtesting the Dutch GP-supply model Presented by Lud van der Velden Based on Van Greuningen et al. Human Resources for Health 2013, 11:31

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      Source URL: euhwforce.weebly.com

      Language: English - Date: 2014-12-09 09:58:20
      10OpenQuant A Comprehensive Solution for Quant Investors and Traders 1 Introduction ......................................................................................2

      OpenQuant A Comprehensive Solution for Quant Investors and Traders 1 Introduction ......................................................................................2

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      Source URL: www.smartquant.com

      Language: English - Date: 2014-02-08 06:17:01