Stochastic Portfolio TestingRolling adaptive stochastic process applied to each portfolio component. In order to check how the fund would perform in the stochastic market environment we developed the rolling adaptive stochastic process applied to each portfolio component taking into account both directions and weighting of the particular instrument. That analysis could be the very important to find the potential stochastic bands and to approximate the worst-case and the best-case scenario. As well we are doing the simulation of the noisefor each portfolio constituent as a function of rolling volatility. The report and software is copyrighted, so we show only some extract from it.
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