Value at Risk (VaR) Explained!
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- čas přidán 5. 06. 2024
- Ever wondered what Value at Risk (VaR) or Conditional Value at Risk (CVaR) is and how it can help you?
In this video we break down the basics of these two concepts and explain three methodologies for calculating VaR. We will begin to implement these slowly with Python!
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I just received an introduction to the topic and I think you did a fantastic job teaching it . I look forward to watching more videos of yours.
hey Thanks for introducing solving optimisation problems with one of the most useful / interesting examples:- Optimisation of Portfolio using python. Its very informative. Now I am trying new optimisations with different cases. KEEP UP the good work...
Glad I found your channel. Keep doing stuff bro. Its about to blow.
Great job thank you very much for your videos! could you please also make a video on how to calculate the backtesting of the VaR and the CVaR?
great video
Currently completing a VaR assignment in python for my Master's
Nice, keep up the good work! Let me know if there is anything specific you’d like to see
helpful af
I don't get it. Why is the covariance matrix used? This means the stocks are not independent from each other. They are the same industry but apart from that they should not be tied together. What am I missing? Does this portray the sentiment of the market as a whole?
Ok, after taking a closer look at the scatter plot STO vs. BHP I agree. They are tied together.