Stress testing a multi asset portfolio

[tonyf]

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

 

[taowave]

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

 

[tonyf]

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

Only for stocks to my understanding

 

[taowave]

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

 

[tonyf]

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

Mostly stocks and options.

 

[taowave]

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

 

[tonyf]

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

IBKR Risk Navigator

 

[taowave]

That should do it