iPython notebook which allows the calculation of historical VaR for a variable range of user defined US equities. The lookback period is manually user defined.
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Updated
Mar 15, 2018 - Jupyter Notebook
iPython notebook which allows the calculation of historical VaR for a variable range of user defined US equities. The lookback period is manually user defined.
In this jupyter notebook file, I fetched historical stock price data of Zomato (Listed NSE) from Yahoo Finance and calculated Value at Risk.
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