MSCI: Backtesting year in review
Posted: 1 March 2018 | Source: MSCI

Model backtesting is increasingly important. This review by MSCI discusses how four types of simulation model (Monte Carlo, Historical, Filtered Historical and Weighted Historical) performed over 10 indexes over the US equity and bond markets over 2017.
Topics
- By industry:
- Banking
- Capital Markets
- Insurance
- Corporates
Most Read

Opinion: Clari5: The Threat Within. Spotting and Arresting Insider Fraud
.png)
News: Fenergo announce ‘Rules as a Service’

Opinion: ClusterSeven: Sweeping Winds of Change in Compliance Culture

News: Axioma and OpenFin Announce Partnership

News: ACI Worldwide Readies European Payments Business for Customer Authentication

News: Christopher Kent Assistant Governor (financial markets) of the Reserve Bank of Australia