Backtesting and Simulation (2024 Level II CFA® Exam –Pm– Module 4)

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Topic 9 – Portfolio Management
Module 4 – Backtesting and Simulation
0:00 Introduction and Learning Outcome Statements
7:32 LOS: Describe objectives in backtesting an investment strategy.
9:21 LOS: Describe and contrast steps and procedures in backtesting an investment strategy.
19:48 LOS: Identify problems in a backtest of an investment strategy.
24:18 LOS: Evaluate and interpret a historical scenario analysis.
27:24 LOS: Contrast Monte Carlo and historical simulation approaches.
31:15 LOS: Explain inputs and decisions in simulation and interpret a simulation.
36:15 LOS: Demonstrate the use of sensitivity analysis.