Value at Risk (VaR) and Sharpe Ratio computations of securities on the Australian Stock Exchange (ASX).
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Updated
Dec 6, 2021 - Jupyter Notebook
Value at Risk (VaR) and Sharpe Ratio computations of securities on the Australian Stock Exchange (ASX).
Automatized-analysis-via-yfinance-API
ARIMA and GARCH modelling
Predicting Market Volatility
Calculation of Value at risk and Expected shortfall(CVaR)
Personal project | Passionate about Data Analysis, I wanted to explore its applications in finance. Thus, I have decided to compute financial and risk metrics for portfolio analysis.
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