Value At Risk [VaR] and VaR Of A Portfolio in Python. This video is showing how to calculate the Value at risk (VaR) of a portfolio containing multiple assets. The Value at risk is an important risk measure and is used in finance / banking , risk and Data Science related fields.

This video is showing how to calculate the Value at risk (VaR) of a portfolio containing multiple assets. The Value at risk is an important risk measure and is used in finance / banking , risk and Data Science related fields.

It starts with explaining how the Value at risk is calculated in Python, then applies this calculation to a two asset portfolio and then uses the covariance variance method to calculate the Value at risk again to make it scalable.

In the end I am pulling real stock prices to calculate the Value at Risk of a stock portfolio.

This video is not explaining the concept of the Value at risk in general and is just a technical implementation using Python. The method I am using is the so called Variance-Covariance-Method.

For more information on Value at risk:

https://www.investopedia.com/terms/v/var.asp

If you have any questions please feel free to drop me a comment.

My playlist Python for finance where you find stuff like pulling free stock prices and calculating returns and many more:

https://www.youtube.com/playlist?list=PL9ATnizYJ7f9pCPBzr-isv0_R3E6OW6YY

Some helpful resources to better follow along the video:

https://www.investopedia.com/terms/p/portfolio-variance.asp

Very good resource with a different way of calculation but a very good explanation of the vector matrix multiplication:

https://financetrain.com/analytical-approach-to-calculating-var-variance-covariance-method/

#Python #Finance #VaR #ValueatRisk #Risk

In this post, we'll learn top 30 Python Tips and Tricks for Beginners

You can learn how to use Lambda,Map,Filter function in python with Advance code examples. Please read this article

In this tutorial, youâ€™re going to learn a variety of Python tricks that you can use to write your Python code in a more readable and efficient way like a pro.

Today you're going to learn how to use Python programming in a way that can ultimately save a lot of space on your drive by removing all the duplicates. We gonna use Python OS remove( ) method to remove the duplicates on our drive. Well, that's simple you just call remove ( ) with a parameter of the name of the file you wanna remove done.

In the programming world, Data types play an important role. Each Variable is stored in different data types and responsible for various functions. Python had two different objects, and They are mutable and immutable objects.