Inicio > Term: backtesting
backtesting
Checking value-at-risk calculations and investment and hedge strategies against historic data. Backtesting enables the robustness of models to be tested under market conditions.
- Parte del discurso: noun
- Industria/ámbito: Banca
- Categoría: Banca de inversión
- Company: UBS
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Creador
- Stefan K
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