Analysis Target Value Investment Fluctation Reserve based on Pictet Indices 2005 plus (scrolling with mouse over graph)
The analysis of historical Pictet return data vs. Headline Inflation (HCPI) and 10-year Government bond yields (Y10) evolution is very important to produce the forecasting of Pictet Indices (Machine Learning Finance).
Pictet Index 2005 plus Evolution (scrolling with mouse over graph)
Indices Pictet 2005 plus with monthly returns over last 12 months (like Inflation evolution HCPI values) show losses over different periods. It helps to valuate VaR and CVaR based on the Normal-Density as well as based on the Pictet-density with fully historical return data to verify the Target Value of Investment Fluctuation Resurve.