VALUE AT RISK (VaR)
Value at risk (VaR) is a statistical technique used to measure and quantify the level of financial risk within a firm or investment portfolio over a specific time frame. Value at risk is used by risk managers in order to measure and control the level of risk which the firm undertakes .
PORTFOLIO= "ADANIPORTS", "ASIANPAINT", "AXISBANK","BAJAJ-AUTO","BAJAJFINSV","BAJFINANCE","BHARTIARTL", "BPCL","BRITANNIA","CIPLA","COALINDIA","DIVISLAB","DRREDDY","EICHERMOT","GRASIM","HCLTECH", "HDFC","HDFCBANK","HDFCLIFE","HEROMOTOCO","HINDALCO","HINDUNILVR","ICICIBANK","INDUSINDBK", "INFY","IOC","ITC","JSWSTEEL","KOTAKBANK","LT","M&M","MARUTI","NESTLEIND","NTPC","ONGC", "POWERGRID","RELIANCE","SBILIFE","SBIN","SHREECEM","SUNPHARMA","TATACONSUM","TATAMOTORS", "TATASTEEL","TCS","TECHM","TITAN","ULTRACEMCO","UPL","WIPRO"
INDEX = "NIFTY"
rf = 0.06time = 252simulations = 1000 investment = 1000000confidence1 = 0.95confidence2 = 0.975confidence3 = 0.99confidence_list = [ confidence1, confidence2, confidence3]
end_date = date(2020,1,1)start_date = date(2017,1,1)
INDEX = "NIFTY"
rf = 0.06time = 252simulations = 1000 investment = 1000000confidence1 = 0.95confidence2 = 0.975confidence3 = 0.99confidence_list = [ confidence1, confidence2, confidence3]
end_date = date(2020,1,1)start_date = date(2017,1,1)
