RT Journal Article SR Electronic T1 Trading Model Uncertainty and Statistical Process Control JF The Journal of Trading FD Institutional Investor Journals SP 39 OP 50 DO 10.3905/jot.2010.5.3.039 VO 5 IS 3 A1 John F.O. Bilson A1 Andrew Kumiega A1 Ben Van Vliet YR 2010 UL https://pm-research.com/content/5/3/39.abstract AB This article examines the use of statistical process control (SPC) as a methodology for monitoring trading model uncertainty. Traditional quantitative risk management methods do not incorporate the inherent process control problems financial modeling. The reference adaptations apply to the a priori model design process and a posteriori model control. To build and monitor trading models, SPC can be used in conjunction with classical financial metrics to better control market risk.TOPICS: Statistical methods, VAR and use of alternative risk measures of trading risk, exchanges/markets/clearinghouses