P2 · Audit Kinerja / Cockpit
Cockpit
Pantau progres 41 unit, status validasi, dan versi dataset yang sedang dipakai. Sumber: penyimpanan lokal + API progres.
S1
Mekanika Return
0/8 lulus
| Unit | Topik | Status | Progres |
|---|---|---|---|
| P2.01 | Return aritmetika vs log-return | wajib | belum |
| P2.02 | Geometric chaining multi-periode | wajib | belum |
| P2.03 | Cross-sectional aggregation | wajib | belum |
| P2.04 | Volatility dari returns | wajib | belum |
| P2.05 | Rolling windows | wajib | belum |
| P2.06 | Annualization | pendukung | belum |
| P2.07 | Parser sandbox file French | pendukung | belum |
| P2.08 | Data versioning | pendukung | belum |
S2
Kinerja Relatif
0/8 lulus
| Unit | Topik | Status | Progres |
|---|---|---|---|
| P2.09 | Excess return & benchmark | wajib | belum |
| P2.10 | Alpha & Jensen | wajib | belum |
| P2.11 | Tracking error | wajib | belum |
| P2.12 | Information ratio | wajib | belum |
| P2.13 | Up/down capture | pendukung | belum |
| P2.14 | Drawdown & recovery | pendukung | belum |
| P2.15 | Sharpe vs Sortino | pendukung | belum |
| P2.16 | Hit rate & consistency | pendukung | belum |
S3
Model Faktor
0/9 lulus
| Unit | Topik | Status | Progres |
|---|---|---|---|
| P2.17 | CAPM & beta | wajib | belum |
| P2.18 | Fama-French 3 faktor | wajib | belum |
| P2.19 | Fama-French 5 faktor | wajib | belum |
| P2.20 | Residual & R² | pendukung | belum |
| P2.21 | Signifikansi koefisien | pendukung | belum |
| P2.22 | Faktor momentum | pendukung | belum |
| P2.23 | Multikolinearitas | pendukung | belum |
| P2.24 | Rolling regression | pendukung | belum |
| P2.25 | Faktor kustom | pendukung | belum |
S4
Optimisasi Portofolio
0/8 lulus
| Unit | Topik | Status | Progres |
|---|---|---|---|
| P2.26 | Mean-variance frontier | wajib | belum |
| P2.27 | Portofolio tangen | wajib | belum |
| P2.28 | Kendala bobot | wajib | belum |
| P2.29 | Sensitivitas estimasi | pendukung | belum |
| P2.30 | Resampled efficiency | pendukung | belum |
| P2.31 | Black-Litterman | pendukung | belum |
| P2.32 | Risk parity | pendukung | belum |
| P2.33 | Turnover & biaya transaksi | pendukung | belum |
S5
Evaluasi & Overfitting
0/8 lulus
| Unit | Topik | Status | Progres |
|---|---|---|---|
| P2.34 | Out-of-sample testing | wajib | belum |
| P2.35 | Walk-forward analysis | wajib | belum |
| P2.36 | Multiple testing & FDR | wajib | belum |
| P2.37 | Deflated Sharpe ratio | wajib | belum |
| P2.38 | Backtest overfitting (CSCV) | pendukung | belum |
| P2.39 | Regime & stabilitas | pendukung | belum |
| P2.40 | Capacity & decay | pendukung | belum |
| P2.41 | Audit trail & replikasi | pendukung | belum |