https://github.com/JordiCorbilla/RiskOptima

The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme
https://github.com/JordiCorbilla/RiskOptima

cvar-optimization monte-carlo portfolio-optimization risk-management var-optimization

Last synced: about 1 month ago
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The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme

• Host: GitHub
• URL: https://github.com/JordiCorbilla/RiskOptima
• Owner: JordiCorbilla
• License: mit
• Created: 2024-05-26T17:37:37.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2025-04-22T19:58:20.000Z (6 months ago)
• Last Synced: 2025-08-18T09:01:28.346Z (about 2 months ago)
• Topics: cvar-optimization, monte-carlo, portfolio-optimization, risk-management, var-optimization
• Language: Jupyter Notebook
• Homepage:
• Size: 98.9 MB
• Stars: 1
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# Portfolio Risk Kit

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