TY - JOUR T1 - Trading Model Uncertainty and Statistical Process Control JF - The Journal of Trading SP - 39 LP - 50 DO - 10.3905/jot.2010.5.3.039 VL - 5 IS - 3 AU - John F.O. Bilson AU - Andrew Kumiega AU - Ben Van Vliet Y1 - 2010/06/30 UR - https://pm-research.com/content/5/3/39.abstract N2 - This article examines the use of statistical process control (SPC) as a methodology for monitoring trading model uncertainty. Traditional quantitative risk management methods do not incorporate the inherent process control problems financial modeling. The reference adaptations apply to the a priori model design process and a posteriori model control. To build and monitor trading models, SPC can be used in conjunction with classical financial metrics to better control market risk.TOPICS: Statistical methods, VAR and use of alternative risk measures of trading risk, exchanges/markets/clearinghouses ER -