Value at Risk (VaR) In Python: Parametric Method

Python for Investing: Finance Course

Dive into our comprehensive guide on "Value at Risk (VaR) In Python: Parametric Method". From installing essential libraries to interpreting the final VaR results, this video covers every step. Learn how to choose stock tickers, calculate daily log returns, set up confidence intervals, and more using Python. Master the art of financial risk management and enhance your portfolio analysis skills today. 💻 Free Code Here: https://ryanoconnellfinance.com/estimating-value-at-risk-with-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/ 📚 CFA Exam Prep Discount - AnalystPrep: ► Get 20% off CFA Level 1, 2, and 3 complete courses with promo code "RYAN20". Explore here: analystprep.com/shop/all-3-levels-of-the-cfa-exam-complete-course-by-analystprep/?ref=mgmymmr 📘 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: Parametric Method" 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 9:22 - Create the Covariance Matrix 10:05 - Calculate Portfolio Standard Deviation 11:10 - Set Confidence Intervals for VaR 11:39 - Calculate Value at Risk (VaR) In Python 13:00 - Print and Interpret the VaR Results 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.