Stress Testing And Backtesting

Stress Testing and Back-testing for UCITS [5]

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Bullet points include: Many different ways of visualising statistical distributions. ‘Fat tails’ (extreme events) easiest to visualise using quantile-quantile plots. We can also use this visualisation format to discuss back-testing issues

Bullet points include: Many different ways of visualising statistical distributions. ‘Fat tails’ (extreme events) easiest to visualise using quantile-quantile plots. We can also use this visualisation format to discuss back-testing issues

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