stress_test
Estimate portfolio P&L under factor shocks by providing weights and shock values. Returns are expressed as decimals (-0.10 = -10%).
Instructions
Estimate portfolio P&L under factor shocks (return units: -0.10 = -10%). Example: {"market": -0.10, "momentum": -0.05}. Use get_model_info for valid factor names.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| horizon | No | medium | |
| weights | Yes | ||
| factor_shocks | Yes |