Exception 99 (Hypothetical) Lookback
| Description | The historical Exception 99 (Hypothetical) values |
|---|---|
| Hierarchies required in the view |
The measure helps to inspect exceptions for PLAT and Backtesting.
note
You can change the lookback horizon (for instance 1M) to a shorter or longer observation window using the NbDaysPLMeasures context value.
See also
- Actual PL
- Actual PL Lookback
- Actual PL Lookback Rank
- Exception 97.5 (Actual) Lookback
- Exception 97.5 (Hypothetical) Lookback
- Exception 99 (Actual) Lookback
- Hypothetical PL
- Hypothetical PL Lookback
- Hypothetical PL Lookback Rank
- Kolmogorov-Smirnov Test Metric
- Kolmogorov-Smirnov Test p-value
- Lookback Index
- Mean Ratio
- Mean Unexplained PL
- Spearman Correlation Metric
- Spearman Correlation Metric Denominator
- Spearman Correlation Metric Numerator
- Std Dev Hypothetical PL
- Std Dev Hypothetical PL Lookback Rank
- Std Dev Theoretical PL Lookback Rank
- Theoretical PL
- Theoretical PL Lookback
- Theoretical PL Lookback Rank
- Variance Hypothetical PL
- Variance Ratio
- Variance Unexplained PL
- p-value (Actual)
- p-value (Actual) Lookback
- p-value (Actual) Lookback Rank
- p-value (Hypothetical)
- p-value (Hypothetical) Lookback
- p-value (Hypothetical) Lookback Rank