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Curriculum/Portfolio Management/PM.6: Backtesting and Simulation

PM.6: Backtesting and Simulation

Apply backtesting methodology, identify biases (survivorship, look-ahead, data-snooping), and use Monte Carlo simulation, bootstrapping, and cross-validation for strategy evaluation.

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CFA Level II
Asset Valuation & Analysis. Apply investment tools to asset valuation through vignette-based case studies.

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