Measure your portfolio's risk beyond volatility.
What it does
Provides calculation patterns for measuring portfolio risk and risk-adjusted performance.
When to use it
Use when measuring portfolio risk, implementing risk limits, building risk dashboards, calculating risk-adjusted returns, sizing positions, or preparing regulatory reporting.
How to use it
Give it portfolio return data; it returns risk measurements and a metric summary using the supplied calculation patterns.
What you provide
- Your files
What you need · 4
The worked implementations use Python; no runtime version is specified.
The calculation examples import numpy for numerical operations.
The calculation examples import pandas and represent return data as Series or DataFrames.
The core risk calculations import scipy statistics.
Access · 0
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