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GitHub / BayerSe / VaR-Backtesting

Implementation of a variety of Value-at-Risk backtests

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/BayerSe%2FVaR-Backtesting
PURL: pkg:github/BayerSe/VaR-Backtesting

Stars: 26
Forks: 14
Open issues: 0

License: mit
Language: Python
Size: 691 KB
Dependencies parsed at: Pending

Created at: about 8 years ago
Updated at: over 2 years ago
Pushed at: about 6 years ago
Last synced at: almost 2 years ago

Topics: backtesting, value-at-risk

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