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5 results for “topic:value-at-risk-monte-carlo”

hardiktrehan1/VaR_Using_Monte_Carlo_simulations_and_variance_covariance_method

In this model, we have calculated 1 day VaR using Monte carlo simulations and variance-covaraince method for a 4 stock portfolio.

Jupyter Notebook31Updated 7 months ago

risk-analysisstock-portfolio-managementvalue-at-risk-monte-carlovariance-covariance

vladislavpyatnitskiy/Risk-Management-Analytics

Essential techniques to assess financial risks

R20Updated 4 months ago

altman-z-scoreavarconditional-value-at-riskcvarexpected-shortfallhistorical-varmonte-carlo-simulationmulti-asset-value-at-riskmvarportfolio-riskrachev-ratiorisk-analysisrisk-managementrisk-modellingvalue-at-riskvalue-at-risk-monte-carlovarvariance-covariance

tina1285653957-ctrl/Financial-Risk-Analysis-VaR

Reusable Value-at-Risk Toolkit for practical financial risk analysis · Parametric · Historical · Monte Carlo

Jupyter Notebook10Updated 4 months ago

financial-analysisfinancial-analysis-toolsmonte-carloportfolio-managementpythonpython3quantitative-financerisk-managementrisk-management-applicationrisk-management-frameworkvalue-at-riskvalue-at-risk-monte-carlo

mhashemihsmw/trade-tools

Set of tools for trading

Jupyter Notebook00Updated 2 months ago

portfolio-optimizationprice-analyticssharpe-ratiotrading-algorithmstrend-predictionvalue-at-risk-monte-carlo

Jazz-coder107/crypto-ml-momentum-strategy

Momentum trading strategy for crypto using ML (XGBoost) vs traditional logic — with backtesting, VaR risk analysis & Monte Carlo simulation.

Jupyter Notebook01Updated 8 months ago

alpha-signalsbacktestingbacktesting-trading-strategiescryptocryptocurrencyfinancial-machine-learningmachine-learningmachine-learning-projectsmomentum-strategymonte-carloquant-tradingquantitative-tradingvalue-at-riskvalue-at-risk-monte-carloxgboost