Live dashboard: https://frtb-ima-risk-monitor.onrender.com/, interactive, served from a point-in-time data snapshot. (Free hosting tier: the first load after a period ...
Interested in quantitative trading? Discover everything you need to know, including what it is, how it works and what quant traders do. Plus, a few quantitative strategies to get started with.
This project applies Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) methodologies to daily price data for the S&P 500 (US equities) and CSI 300 (Chinese equities) over the period January ...
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