SharmaVidhiHaresh / Portfolio-Risk-Analysis-with-PythonView on GitHub
Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation from normality with Python. Using different models, I had computed non-parametric VaR, Parametric Gaussian Model VaR and Cornish-Fisher VaR, as well as plotted the VaR of all hedge fund indices.
26Aug 10, 2020Updated 5 years ago

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