Value at Risk estimation with Python: Parametric (Variance-Covariance) VaR
Value at Risk (VAR) is a rather simple yet valuable risk estimation measure that helps traders and investors understand the risk of loss for their investments. Using VaR, financial professionals can estimate how much their investments could lose in a specified time window (e.g., during a day or month) under normal market conditions.
This video demonstrates how to calculate portfolio VaR with a parametric model by implementing the Variance-Covariance method in Python.
Creator: George Fatouros
LinkedIn: / georgios-fatouros
Innov-Acts: https://innov-acts.com
INFINITECH Marketplace: https://marketplace.infinitech-h2020....
Audio in the intro obtained by: https://www.bensound.com