The Portfolio Risk Kit is a comprehensive Python tool designed to assist investors in evaluating and managing the risk associated with their investment portfolios. This kit implements various financial metrics and models to calculate key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessments. By analyzing historical price data and simulating potential market scenarios, the Portfolio Risk Kit empowers users to make informed investment decisions. Its user-friendly interface and robust functionality make it an essential resource for both novice and experienced investors aiming to optimize their portfolio performance while minimizing risk exposure.
Navigate to -> https://github.com/JordiCorbilla/portfolio_risk_kit/blob/main/portfolio_risk_kit.ipynb