Share your thoughts, 1 month free Claude Pro on us
See more
Home
/
Benchmarks
Option Hedging on XOP K/F=1.03 (τ = 56d) 2025Q2
Loading...
2.893
ES5% (Expected Shortfall 5%)
QLBS
2.74835
2.820675
2.893
2.965325
Feb 1, 2026
ES5% (Expected Shortfall 5%)
ES10% (Expected Shortfall 10%)
Shortfall Probability
Updated 2mo ago
Evaluation Results
Method
Method
Links
ES5% (Expected Shortfall 5%)
ES10% (Expected Shortfall 10%)
Shortfall Probability
QLBS
τ=56, ndays=45
2026.02
2.893
2.293
51
Feedback
Search any
task
Search any
task
