In this Excel tutorial, you’ll see the essential steps for creating a user-defined function in VBA. Want to learn more about this and other abilities in Excel? Check out our Excel Training courses, taught by live instructors in our virtual, online or in-person formats.| SkillForge
Laying out multiple columns between section breaks is easy once you know the recipe; all it takes is a little care in the setup.| SkillForge
14.8 Further Reading – Backtesting For an alternative discussion of backtesting, see Campbell (2005). For some notable backtesting methodologies not discussed in this chapter, see Haas (2001), Engle and Manganelli (2004), and Ziggel et al. (2014). See also Christoffersen and Pelletier (2004), Haas (2005), and Berkowitz et al. (2011), who discuss duration-based backtesting methodologies. These are a form of … Continue reading 14.8 Further Reading Backtesting The post 14.8 Further Rea...| Value-at-Risk
14.7 Backtesting Strategy Specifying a backtesting program for a trading organization can be an unsettling experience, plagued by data limitations and philosophical quandaries. Here we shall address issues and present practical advice on how to proceed. 14.7.1 Backtesting as Hypothesis Testing Backtesting, as it is commonly practices, is hypothesis testing. It poses all the familiar challenges … Continue reading 14.7 Backtesting Strategy The post 14.7 Backtesting Strategy appeared first ...| Value-at-Risk
Aspume a one-day 95% EUR value-at-risk measure was used for a period of 125 trading days. Data gathered for backtesting is presented in The post 14.6 Example: Backtesting a One-Day 95% EUR Value-at-Risk Measure appeared first on Value-at-Risk.| Value-at-Risk
Independence tests are a form of backtest that assess some form of independence in a value-at-risk measure’s performance from one period to the next.| Value-at-Risk