VirtualOil portfolio benchmarking and VaR backtesting

As a simulation exercise, SAS has created a fictitious oil portfolio, VirtualOil, which readers can use as a generic benchmark against their physical oil commodity book’s performance. Each month, we reflect on what the visual analytics can tell us about the portfolio’s movement, with additional commentary and granular chart views [...]

VirtualOil portfolio benchmarking and VaR backtesting was published on SAS Voices by Ian Jones