From 2307d385bf4f26e6b79c426a392a9b69e99f5346 Mon Sep 17 00:00:00 2001 From: Vinicio Almeida Date: Thu, 7 Sep 2023 08:54:23 -0300 Subject: [PATCH] up --- var.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/var.py b/var.py index d6bfd9b..0d7dae9 100644 --- a/var.py +++ b/var.py @@ -36,3 +36,6 @@ ax1.text(0.25,200,"Extreme High\nreturns") plt.show() +# V@R +var95 = np.nanpercentile(portfolioreturndf, 5) +var95*100 \ No newline at end of file