var

Different Methods to Estimate the Value-at-Risk of a portfolio.

Installation

In a virtualenv (see these instructions if you need to create one):

pip3 install var

Dependencies

  • None

Releases

Version Released Bookworm
Python 3.11
Trixie
Python 3.13
Files
2024.3.0 2024-03-08    
2023.7.0 2023-10-28    
2023.6.2 2023-06-11
0.0.5 2021-10-09
0.0.4 2021-07-11    
0.0.3 2021-07-11    

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Page last updated 2026-09-03 02:57:47 UTC