Benjamin Felix

Yeah, it's super interesting.

You got very close to the historical distributions with your simulations.

It's also really interesting how different both the simulated and historical returns are from the normal distribution.

For people who are not watching, there's a red dotted line showing the normal distribution, and then there's a shaded area and a green line showing the simulated and historical returns.

They're not the same shapes.

Very cool.

You'll leave these as sort of breadcrumbs for future student groups, and this project will continue with Professor Robbins, and we may be able to implement some of these return distributions in the future.

Awesome.

I've got to read the sentence that you have here on the key model improvement because it really does summarize it well.

The T copula plus empirical EVT framework is a stronger simulation baseline than the Gaussian model because it better reproduces historical shape and downside risk while maintaining comparable co-movement.

Very nice.

Very clean.

Thank you.

Awesome.

That was great, John.

Thanks so much for coming on and summarizing the work that you guys have done.

All right.

That was cool.

It was cool to have John slides and kind of see what they presented to the class.

I thought that was just kind of neat to have a peek into that.