Value at Risk (VaR) In Python: Historical Method

Python for Investing: Finance Course

Join Ryan O'Connell, CFA, FRM, in "Value at Risk (VaR) In Python: Historical Method," as he explores financial risk management. The tutorial covers setting up Python, selecting stock tickers, downloading Adjusted Close Prices from yFinance, and calculating daily log returns for individual stocks. You'll also create an equally weighted portfolio and compute its total daily returns. Finally, O'Connell guides you through calculating VaR and plotting the results on a bell curve. This tutorial is perfect for financial analysts and Python enthusiasts. 💻 Free Code Here: https://ryanoconnellfinance.com/value-at-risk-analysis-using-python/ 🎓 Tutor With Me: 1-On-1 Video Call Sessions Available ► Join me for personalized finance tutoring tailored to your goals: ryanoconnellfinance.com/finance-tutoring/ 👨‍💼 My Freelance Financial Modeling Services: ► Custom financial modeling solutions tailored for your needs: ryanoconnellfinance.com/freelance-finance-services/ 📘 FRM Exam Prep Discount - AnalystPrep: ► Get 20% off FRM Part 1 and Part 2 complete courses with promo code "RYAN20". Explore here: analystprep.com/shop/frm-part-1-and-part-2-complete-course-by-analystprep/?ref=mgmymmr Chapters: 0:00 - Intro to "Value at Risk (VaR) In Python" 0:19 - Installing Necessary Libraries 0:48 - Set Time Range of Historical Returns 1:59 - Choose Your Stock Tickers 2:39 - Download Adjusted Close Prices from yFinance 4:19 - Calculate Individual Stock Daily Log Returns 6:11 - Create an Equally Weighted Portfolio 7:15 - Calculate Total Portfolio Daily Returns 8:10 - Find Portfolio Returns for a Range of Days 9:23 - Calculate Value at Risk (VaR) 11:44 - Plot the Results on a Bell Curve Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

About the course

Embark on a journey through financial markets with 'Python for Investing: Finance Course,' expertly crafted by Ryan O'Connell, CFA, FRM. This course is designed to introduce you to the powerful world of Python in finance, starting from the basics for beginners and progressing to sophisticated investment strategies and analysis. Delve into practical applications like extracting free stock prices, optimizing portfolios, option pricing with the Black-Scholes model, and mastering various Value at Risk (VaR) methods using Python. Ideal for finance professionals, students, and anyone eager to leverage Python for data-driven investment decisions, this course offers a comprehensive toolkit to enhance your financial acumen in the digital age.