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stress testing

Stress testing of Black Litterman vs entropy

Stress testing of Black Litterman vs entropy Video comparison of 2 equity distributions Join my FREE newsletter to learn more about these trading analytics for automated trading NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!

Using a scalable stress testing platform for model verification?

Using a scalable stress testing platform for model verification? Someone sent this from the Trading Show: As the landscape for systematic trading becomes increasingly saturated and competitive, quants must equip themselves with the latest tools and knowledge for developing and implementing trading models. On June 4, at The Trading Show Chicago, Sri Krishnamurthy, CEO & …

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