Windham Labs — Scenario lab

Scenario Lab

Windham's latest web-based technology solution adds statistical rigor to scenario analyses while preserving its intuitive appeal. Scenario Lab produces data driven, statistically rigorous estimates of economic scenario probabilities, and maps these scenarios onto asset class returns.

Features

Replaces subjective elements of scenario analysis with robust statistical methods
Employs a multivariate measure of statistical distance to estimate probabilities of prospective scenarios
Reconciles data driven statistical probabilities with subjective views
Adds statistical rigor to portfolio construction and stress testing

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