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)
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