Equities

In this blog article, we will demonstrate how to calculate the Value at Risk (VaR) for a portfolio of stocks using the parametric method, also known as the variance-covariance method. The parametric method estimates VaR by assuming that portfolio returns follow a normal distribution. We will use Python and the yfinance library to download historical […]

In this blog post, we will demonstrate how to perform Value at Risk (VaR) calculations using the historical method for a portfolio of stocks. We’ll use Python and the yfinance library to download historical stock price data and then calculate VaR for an equally weighted portfolio. Setting Time Range and Tickers First, let’s set the […]

In this blog post, we will demonstrate how to perform a Value at Risk (VaR) simulation for a portfolio of stocks using Python and the yfinance library. We will use historical stock prices to calculate the expected return and standard deviation of the portfolio, and then run a Monte Carlo simulation to estimate the VaR. […]