This project provides a Python implementation for calculating the Value at Risk (VaR) of a financial portfolio using historical stock data. The VaR calculation is based on the Variance-Covariance method.
active 2024-06-09 → 2024-06-09 (UTC)
Activity over time
Daily event counts in the loaded window
Line chart, 1 days from 2024-06-09 to 2024-06-09. Pushes: 5 total, peak 5 in a day. Pull requests: 8 total, peak 8 in a day. Issues: 0 total, peak 0 in a day. Comments: 0 total, peak 0 in a day. Stars: 0 total, peak 0 in a day.
- Pushes
- Pull requests
- Issues
- Comments
- Stars
Top contributors
Pushes, PRs, issues, reviews and comments — stars and forks excluded, so this is contribution rather than popularity
| Contributor | Contributions | Pushes | PRs | Comments |
|---|---|---|---|---|
| TFMV | 13 | 5 | 8 | 0 |
Recent activity
Latest issues, pull requests and releases
- Pull request#6TFMV2024-06-09 00:22
- Pull request#6TFMV2024-06-09 00:22
- Pull request#5TFMV2024-06-09 00:17
- Pull request#5TFMV2024-06-09 00:17
- Pull request#4TFMV2024-06-09 00:16
- Pull request#4TFMV2024-06-09 00:16
- Pull request#3TFMV2024-06-09 00:06
- Pull request#3TFMV2024-06-09 00:06
Totals cover only the window loaded into ClickHouse and count events, not GitHub's lifetime totals — 0 stars here means stars gained during the window, not the repo's star count.