VaR (Value-at-Risk) Calculator: An elegant tool designed to compute Value-at-Risk using three robust methods - Parametric, Historical, and Monte Carlo Simulation. Dive into the intricacies of risk management with precision and confidence.
Value at Risk (VaR) and Sharpe Ratio computations of securities on the Australian Stock Exchange (ASX).
Automatized-analysis-via-yfinance-API
ARIMA and GARCH modelling
Predicting Market Volatility
Calculation of Value at risk and Expected shortfall(CVaR)
Personal project | Passionate about Data Analysis, I wanted to explore its applications in finance. Thus, I have decided to compute financial and risk metrics for portfolio analysis.
Add a description, image, and links to the valueatrisk topic page so that developers can more easily learn about it.
To associate your repository with the valueatrisk topic, visit your repo's landing page and select "manage topics."