'Back testing' presentation slideshows

Li, Ming-Yuan Leon

Could Dynamic Variance-Covariance Settings and Jump Diffusion Techniques Enhance the Accuracy of Risk Measurement Models? A Reality Test. Li, Ming-Yuan Leon. Motivations. The importance of VaR (Value at Risk) The limitations of VaR Stress and scenario testing Improve the measurement of VaR.

468 views • 36 slides

Multi-Factor Sector Based Investment Strategy (MFSS)

STAT 682 Quantitative Financial Analytics STATISTICS. Multi-Factor Sector Based Investment Strategy (MFSS). Team Ichiban: Wei Fu, Dingyi Li, Fei Ni, Taliya Perera, Benjamin Tang 28 th November 2011. STAT 682 Quantitative Financial Analytics STATISTICS. Scope:

429 views • 28 slides

302 views • 16 slides

HKUST FYP 2011-2012 Application of Artificial Intelligence Algorithms in Quantitative Finance

HKUST FYP 2011-2012 Application of Artificial Intelligence Algorithms in Quantitative Finance. Numerical Method Inc. Ltd. URL: http://www.numericalmethod.com Presented by Ken Yiu. Who are we?.

160 views • 9 slides

KU School of Business

KU School of Business. Part 2: Analysis (Slides 11-17). Revenue is a different picture. Manufacturing Revenue for 2012 is 6 million. Largest net income for manufacturing was 488 billion. But who has the Cash. Largest unremitted foreign earnings for manufacturing was 1.2 Trillion.

259 views • 8 slides

Algorithmic & Quantitative Trading- Some Basics

Trading has come a long way with the use of computers and software, and there are numerous things that you may have to know before using them. For more details visit us at - https://algorithmictrading.net/

58 views • 4 slides