How k21173582/value-at-risk works
This is a small collection of standalone Python examples for calculating Value at Risk (VaR) and Expected Shortfall (ES). The user runs a chosen method, which downloads AAPL price history from Yahoo Finance, computes the method-specific risk measures, prints them, and visualizes the results. Each script implements its workflow in one file; the excerpts do not show a shared application layer or orchestration. The graph reflects those standalone workflows rather than implying they call one another.
Main entry points: Historical Method VaR.py Historical Method · Variance-Covariance Method VaR.py Variance-Covariance Method · Monte Carlo Method VaR.py Monte Carlo Method
Components 5
Other components
- Analyst
- Yahoo Finance
- Historical Method
Historical Method VaR.py - Variance-Covariance Method
Variance-Covariance Method VaR.py - Monte Carlo Method
Monte Carlo Method VaR.py
Connections 6
- Analyst → Historical Method: runs
README.md - Analyst → Variance-Covariance Method: runs
README.md - Analyst → Monte Carlo Method: runs
README.md - Historical Method → Yahoo Finance: downloads prices
Historical Method VaR.py - Variance-Covariance Method → Yahoo Finance: downloads prices
Variance-Covariance Method VaR.py - Monte Carlo Method → Yahoo Finance: downloads prices
Monte Carlo Method VaR.py