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Portfolio & Single Stock VAR and CVAR in R

QuantCourse 48,154 lượt xem 8 years ago
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Calculate VaR for portfolios of stocks in less than 10 lines of code, use different types of VaR (historical, gaussian, Cornish-Fisher). If you've already seen our basic VaR tutorial for excel, this tutorial will blow you away.

Join the Quants by taking our Quant Course at http://quantcourse.com

Welcome to R - you're only going to use it more from here on out if you haven't been already. In fact, our friends over at DataCamp will whip you into shape real quick if you need help. Are you ready? Let's tango.

Interested in the fundamentals of finance in Python? Check out our course on DataCamp:
https://www.datacamp.com/courses/intro-to-financial-concepts-using-python?tap_a=5644-dce66f&tap_s=84932-063f71

Or if you're more of a Python guy, we have an intro to finance for Python course live on DataCamp right now:
https://www.datacamp.com/courses/introduction-to-portfolio-analysis-in-r?tap_a=5644-dce66f&tap_s=84932-063f71

Basic VAR Tutorial for Excel (Lots of explanations and custom animations for those new to the concept of risk management and VaR/CVaR):
http://quantbros.com/calculating-var-and-cvar/

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