En réponse à@sara_garcia_009
One sentence: the statistical similarity resulting from KS tests is only a necessary condition, not a sufficient proof of validity.
It ignores the underlying data quality and the relevance of the benchmark.
If the benchmark is outdated or if the data are tainted, like using a pre-crisis interest rate benchmark for current conditions, the test result is misleading.
The MAS would require a rigorous validation of hypotheses before any decisive interpretation.
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