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quaintitative
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Monte Carlo Simulation of Value at Risk in Python

[Post is also available at quaintitative.com]

If you recall the basics of the notebook where we provided an introduction on market risk measures and VAR, you will recall that parametric VAR simply assumes a…


Measuring Market Risk in Python

[Post is also available at quaintitative.com]

VAR is a common term that one would usually come across in finance when it comes to the measurement of market risks.


Introduction to Multi-Variate Regression in Python

We went through linear regression at the notebook here; and polynomial regression here.

Now let’s up our game. Not everything is dependent on just one factor. We often want to check how a variable could be related to…