Comparisons of financial metrics (e.g. VaR vs CVaR/ES, simple vs log returns, etc.).
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Updated
Oct 23, 2019 - Jupyter Notebook
Comparisons of financial metrics (e.g. VaR vs CVaR/ES, simple vs log returns, etc.).
The course uses online data from yahoo finance and additional data for offline practice. Codes and dataset (URLs) for the online open source is shared in this repo.
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