Tag: backtesting
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Value at Risk (VaR) and Expected Shortfall
How Value at Risk and expected shortfall measure potential losses, with parametric and historical simulation examples, time scaling, backtesting and limitations.
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Algorithmic Trading and Robo-Advisers
How algorithmic trading and robo-advisers work, from execution algorithms and backtesting to automated portfolios, rebalancing and fees, plus the risks involved.