Value at Risk (VaR) In Python: Parametric Method

Publicado el: 05 octubre 2023
en el canal de: Ryan O'Connell, CFA, FRM

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Dive into our comprehensive guide on "Value at Risk (VaR) In Python: Parametric Method". From installing essential libraries to interpreting the final VaR results, this video covers every step. Learn how to choose stock tickers, calculate daily log returns, set up confidence intervals, and more using Python. Master the art of financial risk management and enhance your portfolio analysis skills today.

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Chapters:
0:00 - Intro to "Value at Risk (VaR) In Python: Parametric Method"
0:19 - Installing Necessary Libraries
0:48 - Set Time Range of Historical Returns
1:59 - Choose Your Stock Tickers
2:39 - Download Adjusted Close Prices from yFinance
4:19 - Calculate Individual Stock Daily Log Returns
6:11 - Create an Equally Weighted Portfolio
7:15 - Calculate Total Portfolio Daily Returns
8:10 - Find Portfolio Returns for a Range of Days
9:22 - Create the Covariance Matrix
10:05 - Calculate Portfolio Standard Deviation
11:10 - Set Confidence Intervals for VaR
11:39 - Calculate Value at Risk (VaR) In Python
13:00 - Print and Interpret the VaR Results

Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

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