max-fitzpatrick/Historical_VaR_iPython_notebook max-fitzpatrick/Historical_VaR_iPython_notebook

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  • Created over 6 years ago
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max-fitzpatrick/Historical_VaR_iPython_notebook
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max-fitzpatrick

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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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