Value at Risk (VaR) In Python: Historical Method

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.

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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.