FINC3012 Pre-Trade Plan — Portfolio Optimisation Backtest
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Cumulative Returns — Last 2 Years (Normalized to 100)
Cumulative Returns — Last 1 Year
Risk vs Return — All Key Allocations
Portfolio Weights — Notional Allocation
Correlation by Regime — Which Is the Real Hedge?
Individual Asset Prices — Last 2 Years (Normalized)
Tail Hedge — Avg Return on MES Worst 10% Days
Full Ranking — All Feasible Integer Contract Combinations (Ranked by Sharpe)