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相关帖子	版块	作者	回复/查看	最后发表

option greeks, strategies & backtesting in python (2020)	金融实务版	loneshark 2020-12-16	1 1178	紫薇经管之家 2023-4-11 16:50:14
百年经典-美林时钟	行业分析报告	志闲少欲 2021-2-8	20 2574	sukiyou2000 2022-2-9 10:58:54
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation E - [!reward_solved!]	求助成功区	internet.hzx 2021-6-19	1 687	三重虫 2021-6-19 21:37:57
The geometric-VaR backtesting method - [!reward_solved!]	求助成功区	internet.hzx 2021-6-19	1 435	giresse 2021-6-19 20:32:36
Back to the future: Backtesting systemic risk measures during historical bank ru - [!reward_solved!]	求助成功区	internet.hzx 2021-6-15	2 379	giresse 2021-6-15 14:07:03
Efficiently Backtesting Conditional Value-at-Risk and Conditional Expected Short	求助成功区	internet.hzx 2021-2-17	1 372	giresse 2021-2-17 16:56:23
Efficiently Backtesting Conditional Value-at-Risk and Conditional Expected Short - [!reward_solved!]	求助成功区	internet.hzx 2021-2-17	1 256	giresse 2021-2-17 16:55:57
Backtesting extreme value theory models of expected shortfall - [!reward_solved!]	求助成功区	internet.hzx 2019-5-3	1 570	dreamtree 2019-5-3 10:26:01
Backtesting Parametric Value-at-Risk With Estimation Risk - [!reward_solved!]	求助成功区	internet.hzx 2018-1-13	1 452	giresse 2018-1-13 20:39:31
2018年5月FRM考纲已更新，具体变化介绍！	高顿财经	accaglobal 2017-11-16	0 1739	accaglobal 2017-11-16 18:51:53
2018年FRM考试两级全考，应该怎么进行复习呢？	高顿财经	accaglobal 2017-11-3	0 547	accaglobal 2017-11-3 16:59:52
【FRM 二级2017】经验+资料，持续更新	CFA、CVA、FRM等金融考证论坛	sims8427 2017-6-28	25 12056	orangeyan 2017-10-29 21:45:11
Backtesting Value-at-Risk Accuracy: A Simple New Test 论文源码	金融学（理论版）	xiaorenwuhyl 2017-10-6	4 1243	hsinfu 2017-10-9 18:30:55
Backtesting Expected Shortfall: Accounting for Tail Risk - [!reward_solved!]	求助成功区	internet.hzx 2017-10-4	1 627	wangqu211 2017-10-4 21:15:04
finding no.1 stocks - screening, backtesting and time-proven strategies	金融实务版	loneshark 2016-5-31	0 724	loneshark 2016-5-31 10:20:13
求教~用r做Expected Shortffall 回测backtesting时出了大问题	风险管理	youyou0531 2016-3-27	0 1863	youyou0531 2016-3-27 22:58:15