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say you were given a series of dates and return percentages on the S&P 500. you want to run backtests on VaR predictions against actual

say you were given a series of dates and return percentages on the S&P 500. you want to run backtests on VaR predictions against actual gains and loses. starting with a lookback period (for historical volatility estimate) and observing exceptions. how would you go about that?

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