GitHub / PriyasiShah1211 / Backtesting-And-Risk-Not-in-VaR-RNiV-using-Python
Portfolio VaR and CVaR Analysis using Python - A quantitative finance project demonstrating Value at Risk (VaR), Conditional VaR (CVaR), and backtesting using 3 years of daily stock data. Includes data collection via yfinance, breach detection, Kupiec backtest, and visualization of tail risk events.
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PURL: pkg:github/PriyasiShah1211/Backtesting-And-Risk-Not-in-VaR-RNiV-using-Python
Stars: 0
Forks: 0
Open issues: 0
License: None
Language: Jupyter Notebook
Size: 178 KB
Dependencies parsed at: Pending
Created at: 15 days ago
Updated at: 15 days ago
Pushed at: 15 days ago
Last synced at: 14 days ago
Topics: backtesting, finance, financialriskanalysis, matplotlib, numpy-python, pandas, python, quantitative-finance, risk-management, scipy, valueatrisk, visualization, yfinance