Stress testing a multi asset portfolio

Discussion in 'Trading' started by tonyf, Sep 20, 2020.

  1. tonyf

    tonyf

    Can anyone recommend a tool to crash test a portfolio using black swans type what-if scenarios?
     
  2. taowave

    taowave

    Doesn't your trading platform have a "what if" simulator that can be beta adjusted?
     
  3. tonyf

    tonyf

    Only for stocks to my understanding
     
  4. taowave

    taowave

    You need multi asset,I.e stocks bond,commodity?
     
  5. tonyf

    tonyf

    Mostly stocks and options.
     
  6. taowave

    taowave

    Ild be surprised if your trading platform didn't have that type of analysis..What platform are you using?
     
    jys78 likes this.
  7. tonyf

    tonyf

    IBKR Risk Navigator
     
  8. taowave

    taowave

    That should do it