Value at Risk (VaR) Backtest (FRM T5-04)

[@lemaia6206]

God bless you for this video.

[@garyshiels944]

hi can you advise a good tutorial for VaR backtesting with Traffic Lights and how to replace historical returns with actual ones? Many thanks

[@kaisondante1975]

Pro tip: you can watch series at kaldroStream. I've been using it for watching loads of movies recently.

[@dwaynekristopher4365]

@Kaison Dante yup, been watching on kaldrostream for months myself :)

[@fabiandexter8550]

@Kaison Dante Definitely, I've been using kaldrostream for since december myself :)

[@monour7907]

thak u sir , i have a queston on how to calculate the P/L ??

[@abdousall5057]

I think that's only the returns from historical stock values (if negative it's a loss, otherwise a profit)

[@ByomakeshDebata]

Can I get the excel spreadsheet? Thanks in advance.