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in Machine Learning
0:48
YouTube
AlphaFrameAnalytics
how to create a stress test for your portfolio optimization model?see the whole video!
Can your portfolio survive a market crash? This stress test replays real historical shocks on your model today. What you'll learn in this video: - How to apply historical daily % changes of ETFs, benchmarks, and VIX cyclically to today's prices - Why preserving the exact correlation structure and shock sequence makes stress tests more realistic ...
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