Value at Risk (VaR) Explained!

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  • Опубліковано 4 гру 2024

КОМЕНТАРІ •

  • @karoll_arianna
    @karoll_arianna Рік тому +3

    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.

  • @asdfasdfwae
    @asdfasdfwae 2 роки тому +3

    Glad I found your channel. Keep doing stuff bro. Its about to blow.

  • @kobodrago2758
    @kobodrago2758 3 роки тому +5

    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...

  • @mohamedgueye7888
    @mohamedgueye7888 2 роки тому +1

    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?

  • @shubhampadhy3147
    @shubhampadhy3147 9 місяців тому

    helpful af

  • @giacomobonomelli
    @giacomobonomelli 2 роки тому

    great video

  • @MudithaMaths
    @MudithaMaths Місяць тому

    I came for conditional VaR. It was not mentioned at all.

  • @rossprendergast6022
    @rossprendergast6022 3 роки тому +2

    Currently completing a VaR assignment in python for my Master's

    • @QuantPy
      @QuantPy  3 роки тому

      Nice, keep up the good work! Let me know if there is anything specific you’d like to see

  • @intarsienschrankzwetschgen4224
    @intarsienschrankzwetschgen4224 7 місяців тому

    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?